Topological duals of locally convex function spaces (Q2114842)

A classical result in Banach space theory is that the dual of \(L^\infty\) can be represented as a space of finitely additive measures. The goal of this article is to obtain similar duality results in a considerably more general situation. Given a probability space \((\Omega, \mathcal{F}, P)\), on the space \(L^{0}\) of measurable \(\mathbb{R}^{n}\)-valued functions, the authors consider a family \(\mathcal{P}\) of sublinear functions \(p\colon L^0\to\bar{\mathbb{R}}\) and define \[ L_{\mathcal{P}} := \bigcap_{p\in\mathcal{P}} \mathrm{dom}\,p \] where \(\mathrm{dom}\,p = \{u\in L^{0} \colon p(u)<\infty\}\) equipped with the locally convex topology generated by \(\mathcal{P}\). On the space \(\mathcal{M}\) of \(P\)-absolutely continuous finitely additive measures, for every \(p\in\mathcal{P}\) the functions \(p^{\circ}\) defined as \[ p^{\circ}(m) = \sup\Big\{\int_{\Omega}u\,\mathrm{d}m \colon p(u) \leq 1\Big\} \] are used to define \[ \mathcal{M}^{\mathcal{P}^{\circ}} := \bigcup \mathrm{dom}\,p^{\circ} \] and its subspace \(\mathcal{M}^{\mathcal{P}^{\circ}}_s\) of purely finitely additive measures. The authors show that the dual space \(L_{\mathcal{P}}^{*}\) of \(L_{\mathcal{P}}\) has the decomposition \[ L_{\mathcal{P}}^{*} = L^{\mathcal{P}^{\circ}} \oplus \mathcal{M}^{\mathcal{P}^{\circ}}_s \oplus (L^\infty)^{\perp} \] where \(L^{\mathcal{P}^{\circ}}\) consists of the densities of countably additive elements of \(\mathcal{M}^{\mathcal{P}^{\circ}}\) and \((L^\infty)^{\perp}\) is the annihilator of \(L^\infty\) in \(L_{\mathcal{P}}^{*}\). The main results are applied to obtain quick proofs of classical results and to prove new duality results.