On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure

摘要

Let be a metric space where is a set with positive and finite Hausdorff outer measure in its Hausdorff dimension and let be a partition of . The coherent upper conditional prevision defined as the Choquet integral with respect to its associated Hausdorff outer measure is proven to satisfy the disintegration property on every non-null partition and the coherent unconditional prevision is proven to be fully conglomerable on every partition.