Differentiability of measures in the sense of Skorokhod and related properties (Q845494): Difference between revisions

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Differentiability of measures in the sense of Skorokhod and related properties
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    Differentiability of measures in the sense of Skorokhod and related properties (English)
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    29 January 2010
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    Let \(X\) be a locally convex space. By \(B(X)\) we denote its Borel \(\sigma\)-algebra and by \(M(X)\), the space of all real Radon measures on \(X\). This paper studies two properties of measures, namely, the absolute continuity of the mapping \(t\mapsto\mu_{th}\), where \(\mu_{th}\) denotes the shift of the measure \(\mu\) by the vector \(th\), which acts from the interval \([0,1]\) to the Banach space \(M(x)\) which the variation norm, and the absolute continuity of the functions \(t\mapsto\mu(A+ th)\) on the interval \([0,1]\) for all sets from \(B(X)\). The main result is that the former property is equivalent to differentiability in the sense of Skorokhod, while the latter is strictly weaker than Skorokhod differentiability.
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