On the comparison of Aumann and Bochner integrals (Q5944903)

The Aumann and Bochner integrals of a multifunction taking on values in a separable Banach space with respect to a finitely additive measure are shown to be equivalent under certain conditions. Let \(\Sigma\) be a \(\sigma\)-algebra on a set \(\Omega\), let \(X\) be a separable Banach space and let \(ck(X)\) be the set of convex compact subsets of \(X\). Multifunctions in this paper map \( \Omega\) into \(ck(X)\). For a measure \(m\) on \(\Sigma\), the Aumann integral [\textit{R. J. Aumann}, ``Integrals of set-valued functions'', J. Math. Anal. Appl. 12, 1-12 (1965; Zbl 0163.06301)] of a multifunction \(F\) is the set of integrals \(\int f dm\) where \(f\) is an integrable selection of \(F\), that is \(f(\omega) \in F(\omega)\) \(m\)-a.e., and \(f \in L^1(\Omega, \Sigma, m, X)\). The Bochner integral is the limit of integrals of a determining sequence of integrable simple multifunctions using Hausdorff distance in place of a norm. The main result is that the Aumann and Bochner integrals are equivalent under the conditions that (1) \(m\) is a bounded finitely additive measure, (2) \(L^1(\Omega, \Sigma, m, X)\) is complete, and (3) \(F:\Omega \to ck(X)\) is Bochner integrable. To some extent, the development draws on methods that have been successful in the countably additive case such as those found in [\textit{C. Castaing} and \textit{M. Valadier}, ``Convex analysis and measurable multifunctions'', Lect. Notes Math. 580 (1977; Zbl 0346.46038)] and [\textit{F. Hiai} and \textit{H. Umegaki},`` Integrals, conditional expectations, and martingales of multivalued functions'', J. Multivariate Anal. 7, 149-182 (1977; Zbl 0368.60006)].