Vector integrals: the Fubini and Prokhorov theorems

DOI10.1134/S1064562410020316MaRDI QIDQ606572zbMATH OpenFDO

Authors A. V. Uglanov

Publication date 17 November 2010

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S1064562410020316

zbMATH Keywords

Fubini theoremlocally convex spaceProkhorov theoremvector integral

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Vector-valued measures and integration (46G10)

Review text

By a vector integral, we understand the integral of a locally convex space (LCS)-valued function with respect to a measure with values in the vector-dual LCS; the domain of the function and the measure is an abstract measure space. Vector integrals have found many applications in various domains of mathematics, in particular, in functional and stochastic analysis, partial differential equations, optimal control (including random processes), etc. In particular, vector integrals have made it possible to formulate and prove effective vector versions of the Gauss-Ostrogradskii and (both) Green formulas in LCSs, which are most important for applications. In this paper, main attention is given to the Fubini and Prokhorov theorems (for vector measures). Such an accent is explained by the discovery of unexpected surprising facts during the work on the Fubini theorem, which are of interest even for ordinary (i.e., scalar) measures. The Prokhorov theorem is perfectly new; no similar result has been obtained so far.

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