Integration---A functional approach
This book provides a complete and rapid introduction to Lebesgue integration and its generalizations from Daniell's point of view, modified by the use of a seminorm, the Daniell mean, instead of arguing with Daniell's upper and lower integrals. The development is clear and it contains interesting historical notes and motivations, abundant exercises and many supplements. The connection with the historical development of integration theory is also pointed out. Chapter I explains how Riemann's integral can be viewed as the extension of a linear map under a suitable seminorm. This allows to see (in the following chapters) the Lebesgue-Carathéodory integral as a natural extension of the Riemann's integral. Chapter II is devoted to introduce integrable functions and sets, and the permanence properties and convergence theorems are proved. The Lebesgue integral is obtained as a particular case, and its relations with the Riemann integral are stated. Furthermore, an example of a non-integrable function is also given. Chapter III starts with Littlewood's principles which are used to define measurable functions. Permanence properties of measurable functions and the integrability criterion are proved. Measurable sets are defined and studied. Borel and Baire functions and \(\sigma\)-algebras are introduced and shortly studied. This chapter ends with the Lebesgue and Carathéodory's procedures, giving the connection of the historical development with the present one. \(L^p\)-spaces are studied in Chapter IV while Chapter V deals with the operations on measures, studying different topics as products of elementary integrals, theorems of Fubini and Tonelli, convolution, Marcinkiewicz interpolation, signed measures, space of measures, measures with densities, Radon-Nikodým theorem and conditional expectation and differentiation of integrals (containing the Hardy-Littlewood lemma, the Vitalis covering theorem and the Hardy-Littlewood theorem).
- A simplified construction of the Lebesgue integral
- A functional view of the Lebesgue integration
- Essentials of integration theory for analysis
- Integration and Modern Analysis
- scientific article; zbMATH DE number 1040040 (Why is no real title available?)
- A new perspective on functional integration
- scientific article; zbMATH DE number 895257 (Why is no real title available?)
- Integration-by-Parts: A Survey
- Perturbation analysis of sub/super hedging problems
This page was built for publication: Integration---A functional approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4391460)
