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Radon-Nikodym property

Surjit Singh Khurana (2017)

Commentationes Mathematicae Universitatis Carolinae

For a Banach space E and a probability space ( X , 𝒜 , λ ) , a new proof is given that a measure μ : 𝒜 E , with μ λ , has RN derivative with respect to λ iff there is a compact or a weakly compact C E such that | μ | C : 𝒜 [ 0 , ] is a finite valued countably additive measure. Here we define | μ | C ( A ) = sup { k | μ ( A k ) , f k | } where { A k } is a finite disjoint collection of elements from 𝒜 , each contained in A , and { f k } E ' satisfies sup k | f k ( C ) | 1 . Then the result is extended to the case when E is a Frechet space.

Representation of Itô integrals by Lebesgue/Bochner integrals

Qi Lü, Jiongmin Yong, Xu Zhang (2012)

Journal of the European Mathematical Society

In [Yong 2004], it was proved that as long as the integrand has certain properties, the corresponding Itô integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be answered in a more positive and refined way. To do this, we need to characterize the dual of the Banach space of some vector-valued stochastic processes having different integrability with respect to the time variable and the probability measure. The later...

Representation of multilinear operators on C(K, X) spaces.

Ignacio Villanueva (2002)

RACSAM

We present a Riesz type representation theorem for multilinear operators defined on the product of C(K,X) spaces with values in a Banach space. In order to do this we make a brief exposition of the theory of operator valued polymeasures.

Representation of operators with martingales and the Radon-Nikodým property.

Manuel González, Antonio Martínez-Abejón, Javier Pello-García (2004)

Extracta Mathematicae

The Radon-Nikodým property was introduced to describe those Banach spaces X for which all operators acting between L1 and X have a representation function. These spaces can be characterized in terms of martingales, as those spaces in which every uniformly bounded martingale converges. In the present work we study some classes of operators defined upon their behaviour with respect to the convergence of such martingales. We prove that an operator preserves the non-convergence of uniformly bounded...

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