Certain properties of two-valued measures and the conditions of universal integrability

DOI10.1007/BF01240457MaRDI QIDQ1102397zbMATH OpenFDO

Authors E. G. Belov, A. G. Chentsov

Publication date 1987

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01240457

zbMATH Keywords

contentDarboux integralsemialgebratwo-person gametwo-valued finitely additive measureuniversal integrability

Mathematics Subject Classification ID

Integration with respect to measures and other set functions (28A25)

Review text

For a semialgebra \({\mathcal L}\) of subsets of a set X let B(X,\({\mathcal L})\) denote the closure (in the sup-norm) of the linear space of \({\mathcal L}\)- step functions. In the paper B(X,\({\mathcal L})\) is described to consist of those functions which are integrable with respect to every two-valued finitely additive measure on \({\mathcal L}\) (substitution of this condition by limit with respect to \({\mathcal L}\)-ultrafilters is also explicitely stated). It is shown that if \({\mathcal L}\) is a product of semialgebras, then for testing belonging to B(X,\({\mathcal L})\) product measures are sufficient. Some remarks on application in the game theory concludes the paper.

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