The main concern of this paper is to present some improvements to results on the existence or non-existence of countably additive Borel measures that are not Radon measures on Banach spaces taken with their weak topologies, on the standard axioms (ZFC) of set-theory. However, to put the results in perspective we shall need to say something about consistency results concerning measurable cardinals.
An example of a non-zero non-atomic translation-invariant Borel measure on the Banach space is constructed in Solovay’s model. It is established that, for 1 ≤ p < ∞, the condition "-almost every element of has a property P" implies that “almost every” element of (in the sense of [4]) has the property P. It is also shown that the converse is not valid.
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...