The Carathéodory extension theorem for vector valued measures

Author:

Kupka Joseph

Abstract

This paper comprises three advertisements for a known theorem which, the author believes, deserves the title of the Carathéodory extension theorem for vector valued premeasures. Principal among these is a short and transparent proof of Porcelli’s criterion for the weak convergence of a sequence in the Banach space of bounded finitely additive complex measures defined on an arbitrary field, and equipped with the total variation norm. Also, a characterization of the so-called Carathéodory Extension Property is presented, and there is a brief discussion of the relevance of this material to stochastic integration.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference18 articles.

1. A general bilinear vector integral;Bartle, R. G.;Studia Math.,1956

2. On the existence of a control measure for strongly bounded vector measures;Brooks, James K.;Bull. Amer. Math. Soc.,1971

3. Weak compactness in the space of vector measures;Brooks, James K.;Bull. Amer. Math. Soc.,1972

4. On finitely additive vector measures;Brooks, James K.;Proc. Nat. Acad. Sci. U.S.A.,1970

5. A direct proof of Porcelli’s condition for weak convergence;Darst, R. B.;Proc. Amer. Math. Soc.,1966

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