Henstock and McShane integrals for Banach-valued functions (Q1974382): Difference between revisions

A fundamental tool in the theory of the generalized Riemann integral, the KH-integral, is the Saks-Henstock lemma (SHL) or just the Henstock lemma: if \(f: [a,b ]\to \mathbb R\) is KH-integrable then \(\forall \varepsilon >0 \exists \delta>0\) such that \(\sum_{\varpi}|f(y_k)(a_k-a_{k-1})-\int_{a_k}^{b_k}f|< \varepsilon\) where the sum is over any \(\delta\)-fine sub-partition \(\varpi\) of \([a,b]\). In extending the theory to functions taking values in Banach spaces Cao showed that the same result holds if the space is finite-dimensional [\textit{S. S. Cao}, Southeast Asian Bull. Math. 16, No. 1, 35-40 (1992; Zbl 0749.28007)]. In the same paper Cao gave an example showing that the result is not necessarily valid in infinite-dimensional spaces and defined a restricted integral that includes the SHL as a part of its definition. In this important paper the author shows that SHL holds if and only if the Banach space is finite-dimensional. The result is based on giving an example of a function with values in an infinite-dimensional Banach space that is HK-integrable, but has a primitive that is not VBG\(^*\). In fact the example is McShane integrable, so the same result holds for such integration.