The Riesz representation theorem and extension of vector valued additive measures (Q5949591)

Let \(E\), \(F\), \(G\) be three Banach spaces, \(E\subset L(F, G)\) continuously, and \(m:{\mathcal D}\to E\) a finitely additive measure on a \(\delta\)-ring of subsets of a given set \(S\). \textit{N. Dinculeanu} [``Vector integration and stochastic integration in Banach spaces'' (2000; Zbl 0974.28006)] has given a theory of vector-valued integration that applies to stochastic integration in Banach spaces, and measures \(m\) appear that are defined on a ring \({\mathcal R}\) rather on a \(\delta\)-ring. The main goal of the paper is to extend \(m\) to the \(\delta\)-ring generated by \({\mathcal R}\). The paper is organized as follows: In Section 3 extension theorems are given and conditions are found under which the extended measure is \(\sigma\)-additive. Section 4 is devoted to the Lebesgue-Stieltjes integral \(\int f dg\) with respect to a \(g:I\to E\) where \(I\) is an interval of \(\mathbb{R}\) and \(g\) has finite semivariation (rather than of finite variation), by assigning a finitely additive measure \(m_g\) on a ring \({\mathcal R}\) of subsets of \(I\), and then defining \(\int f dg:=\int fdm_g\). Conditions are given to ensure that the extension of \(m_g\) to the generated \(\delta\)-ring is possible. Section 5 contains a Riesz-type representation theorem for bounded linear operators \(U: {\mathcal C}_F[a,b]\to G\) in terms of a Lebesgue-Stieltjes integral \(Uf =\int dm_g\), where \(g\) is a (unique) function of finite semivariation \(g:[a,b]\to L(F,G^{**})\) and \({\mathcal C}_F[a,b]\) is the space of all \(F\)-valued continuous functions on \([a,b]\) endowed with the sup norm. Compactness properties of \(U\) are also considered.