On the Radon-Nikodým property for operator valued measures (Q1180739)

This article establishes necessary and sufficient conditions for a complete locally convex topological vector space \(Y\) to have the (bounded) Radon-Nikodým Property (RNP) with respect to a particular bilinear integral. Let \(X\) and \(Y\) be locally convex topological vector spaces where \(Y\) is complete; \(L(X,Y)\) be the set of continuous linear operators from \(X\) into \(Y\); \({\mathcal P}\) and \({\mathcal Q}\) be generating families of continuous seminorms for \(X\) and \(Y\), respectively; \(\Sigma\) be a \(\sigma\)-algebra of subsets of a set \(\Omega\); and \(\alpha:\Sigma\to L(X,Y)\) be a countably additive measure having a companion finite positive measure \(\nu\) on \(\Sigma\) such that for every \(q\in{\mathcal Q}\) there is a \(p\in{\mathcal P}\) for which the semivariation \(\|\alpha\|_{q,p}\) is \(\nu\)-continuous. In this setting, an integral with respect to \(\alpha\) for functions \(f:\Omega\to X\) has been developed. The \(\alpha\)-controlled measures are those measures \(\beta:\Omega\to Y\) for which there are (1) a subalgebra \({\mathcal A}\) generating \(\Sigma\) and (2) a family \(\{f_ A:A\in{\mathcal A}\}\) of integrable functions the union of whose ranges is bounded in \(X\) and which satisfies \(\int_ Af_ Ad\alpha=\beta(A)\) on \({\mathcal A}\). If, with respect to any such setting, every \(\alpha\)- controlled measure \(\beta\) has a bounded Radon-Nikodým derivative (a bounded integrable function \(f:\Omega\to X\) such that \(\int_ Afd\alpha=\beta(A)\) for all \(A\in\Sigma)\), then \(Y\) is said to have the bounded RNP. In this paper it is proved that \(Y\) has the bounded RNP if and only if every bounded martingale on \(Y\) converges.