Convex analysis for sets of local martingales measures
If E is a Banach space, any element x** in its bidual E** is an affine function on the dual unit ball that might possess a variety of descriptive properties with respect to the weak* topology. We prove several results showing that descriptive properties of x** are quite often determined by the behaviour of x** on the set of extreme points of , generalizing thus results of J. Saint Raymond and F. Jellett. We also prove a result on the relation between Baire classes and intrinsic Baire classes...
Under some mild assumptions, non-linear diameter-preserving bijections between (vector-valued) function spaces are characterized with the help of a well-known theorem of Ulam and Mazur. A necessary and sufficient condition for the existence of a diameter-preserving bijection between function spaces in the complex scalar case is derived, and a complete description of such maps is given in several important cases.
Let E be a Banach space and let and denote the space of all Baire-one and affine Baire-one functions on the dual unit ball , respectively. We show that there exists a separable L₁-predual E such that there is no quantitative relation between and , where f is an affine function on . If the Banach space E satisfies some additional assumption, we prove the existence of some such dependence.
A single technique provides short proofs of some results about drop properties on locally convex spaces. It is shown that the quasi drop property is equivalent to a drop property for countably closed sets. As a byproduct, we prove that the drop and quasi drop properties are separably determined.
Let ℒ be a δ-lattice in a set X, and let ν be a measure on a sub-σ-algebra of σ(ℒ). It is shown that ν extends to an ℒ-regular measure on σ(ℒ) provided ν*|ℒ is σ-smooth at ∅ and ν*(L) = inf ν*(U)|X ∖ U ∈ ℒ, Usupset L for all L ∈ ℒ. Moreover, a Choquet type representation theorem is proved for the set of all such extensions.