Kybernetika 42 no. 3, 287-302, 2006

Semicopulas: characterizations and applicability

Fabrizio Durante, José Quesada-Molina and Carlo Sempi


We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopula is given and two applications in the theory of fuzzy measures and stochastic processes are given.