Search results for "Lebesgue integration"
showing 9 items of 19 documents
Variational Henstock integrability of Banach space valued functions
2016
We study the integrability of Banach space valued strongly measurable functions defined on $[0,1]$. In the case of functions $f$ given by $\sum \nolimits _{n=1}^{\infty } x_n\chi _{E_n}$, where $x_n $ are points of a Banach space and the sets $E_n$ are Lebesgue measurable and pairwise disjoint subsets of $[0,1]$, there are well known characterizations for Bochner and Pettis integrability of $f$. The function $f$ is Bochner integrable if and only if the series $\sum \nolimits _{n=1}^{\infty }x_n|E_n|$ is absolutely convergent. Unconditional convergence of the series is equivalent to Pettis integrability of $f$. In this paper we give some conditions for variational Henstock integrability of a…
Set valued Kurzweil-Henstock-Pettis integral
2005
It is shown that the obvious generalization of the Pettis integral of a multifunction obtained by replacing the Lebesgue integrability of the support functions by the Kurzweil--Henstock integrability, produces an integral which can be described -- in case of multifunctions with (weakly) compact convex values -- in terms of the Pettis set-valued integral.
Kurzweil--Henstock and Kurzweil--Henstock--Pettis integrability of strongly measurable functions
2006
We study the integrability of Banach valued strongly measurable functions defined on $[0,1]$. In case of functions $f$ given by $\sum _{n=1}^{\infty } x_n\chi _{E_n}$, where $x_n $ belong to a Banach space and the sets $E_n$ are Lebesgue measurable and pairwise disjoint subsets of $[0,1]$, there are well known characterizations for the Bochner and for the Pettis integrability of $f$ (cf Musial (1991)). In this paper we give some conditions for the Kurzweil-Henstock and the Kurzweil-Henstock-Pettis integrability of such functions.
On the Minimal Solution of the Problem of Primitives
2000
Abstract We characterize the primitives of the minimal extension of the Lebesgue integral which also integrates the derivatives of differentiable functions (called the C -integral). Then we prove that each BV function is a multiplier for the C -integral and that the product of a derivative and a BV function is a derivative modulo a Lebesgue integrable function having arbitrarily small L 1 -norm.
Biweights on Partial *-Algebras
2000
This chapter is devoted to the systematic investigation of biweights on partial *-algebras. These are a generalization of invariant positive sesquilinear forms that still allows a Gel’fand—Naĭmark—Segal (GNS) construction of representations. In Section 9.1, we apply this GNS construction for biweights and we obtain *-representations and cyclic vector representations of partial *-algebras, and we give some examples of biweights. Section 9.2 is devoted to the investigation of the Radon—Nikodým theorem and the Lebesgue decomposition theorem for biweights on partial *-algebras. In Section 9.3, we define regular and singular biweights on partial *-algebras and we characterize them with help of t…
Dimension of self-affine sets for fixed translation vectors
2018
An affine iterated function system is a finite collection of affine invertible contractions and the invariant set associated to the mappings is called self-affine. In 1988, Falconer proved that, for given matrices, the Hausdorff dimension of the self-affine set is the affinity dimension for Lebesgue almost every translation vectors. Similar statement was proven by Jordan, Pollicott, and Simon in 2007 for the dimension of self-affine measures. In this article, we have an orthogonal approach. We introduce a class of self-affine systems in which, given translation vectors, we get the same results for Lebesgue almost all matrices. The proofs rely on Ledrappier-Young theory that was recently ver…
On the inverse absolute continuity of quasiconformal mappings on hypersurfaces
2018
We construct quasiconformal mappings $f\colon \mathbb{R}^{3} \rightarrow \mathbb{R}^{3}$ for which there is a Borel set $E \subset \mathbb{R}^2 \times \{0\}$ of positive Lebesgue $2$-measure whose image $f(E)$ has Hausdorff $2$-measure zero. This gives a solution to the open problem of inverse absolute continuity of quasiconformal mappings on hypersurfaces, attributed to Gehring. By implication, our result also answers questions of V\"ais\"al\"a and Astala--Bonk--Heinonen.
Riemann-Type Definition of the Improper Integrals
2004
Riemann-type definitions of the Riemann improper integral and of the Lebesgue improper integral are obtained from McShane's definition of the Lebesgue integral by imposing a Kurzweil-Henstock's condition on McShane's partitions.
A Stieltjes Approach to Static Hedges
2014
Static hedging of complicated payoff structures by standard instruments becomes increasingly popular in finance. The classical approach is developed for quite regular functions, while for less regular cases, generalized functions and approximation arguments are used. In this note, we discuss the regularity conditions in the classical decomposition formula due to P. Carr and D. Madan (in Jarrow ed, Volatility, pp. 417–427, Risk Publ., London, 1998) if the integrals in this formula are interpreted as Lebesgue integrals with respect to the Lebesgue measure. Furthermore, we show that if we replace these integrals by Lebesgue–Stieltjes integrals, the family of representable functions can be exte…