Parametric continuity of choquet and sugeno integrals

Abstract

For a probabilistic space (T, T, μ), a fixed measurable set A and a fixed positive measurable function f, the continuity with respect to the real parameter λ of the Choquet or Sugeno integral ∫A dm(λ, μ) is proved. Here m(λ, μ) are all possible λ-Sugeno measures generated by μ. Asymptotical properties are studied too.