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Jul 13, 2017 at 16:19 comment added Dirk The integral (in the sense Denneberg defines it) for the nonadditive measure is indeed not linear. So, no, not every integral should be linear
Jul 13, 2017 at 16:17 comment added Joe I have a question: the $\sup$ is not linear wrt to $f$ while every integral should be it! I mean $\sup(f+g)\neq\sup f+\sup g$ but when we construct a functional, in order to call it "integral" it should preserve certain properties, like linearly: from an integral I expect a behaviour like $\int(f+g)=\int f+\int g$. Maybe this depends on the particular measure we are dealing with but it sounds strange! Don't you think?
S Jul 11, 2017 at 12:56 history suggested Joe CC BY-SA 3.0
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Jul 11, 2017 at 12:40 review Suggested edits
S Jul 11, 2017 at 12:56
Jul 7, 2017 at 13:08 history edited Dirk CC BY-SA 3.0
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Jul 6, 2017 at 15:36 history edited Dirk CC BY-SA 3.0
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Jul 6, 2017 at 14:58 comment added Joe first of all many thanks +1. Certainly it may helps, I'm gonna give a look on the book you suggested me; for the moment I don't approve your answer only because maybe someone else could have something useful to say. Thanks again.
Jul 6, 2017 at 13:14 history answered Dirk CC BY-SA 3.0