• Title/Summary/Keyword: Radon-Nikodym theorem

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A New Approach to the Lebesgue-Radon-Nikodym Theorem. with respect to Weighted p-adic Invariant Integral on ℤp

  • Rim, Seog-Hoon;Jeong, Joo-Hee
    • Kyungpook Mathematical Journal
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    • v.52 no.3
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    • pp.299-306
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    • 2012
  • We will give a new proof of the Lebesgue-Radon-Nikodym theorem with respect to weighted p-adic q-measure on $Z_p$, using Mahler expansion of continuous functions, studied by the authors in 2012. In the special case, q = 1, we can derive the same result as in Kim, 2012, Kim et al, 2011.

A NOTE ON RADON-NIKODYM THEOREM FOR OPERATOR VALUED MEASURES AND ITS APPLICATIONS

  • Ahmed, Nasiruddin
    • Communications of the Korean Mathematical Society
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    • v.28 no.2
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    • pp.285-295
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    • 2013
  • In this note we present sufficient conditions for the existence of Radon-Nikodym derivatives (RND) of operator valued measures with respect to scalar measures. The RND is characterized by the Bochner integral in the strong operator topology of a strongly measurable operator valued function with respect to a nonnegative finite measure. Using this result we also obtain a characterization of compact sets in the space of operator valued measures. An extension of this result is also given using the theory of Pettis integral. These results have interesting applications in the study of evolution equations on Banach spaces driven by operator valued measures as structural controls.

AN EVALUATION FORMULA FOR A GENERALIZED CONDITIONAL EXPECTATION WITH TRANSLATION THEOREMS OVER PATHS

  • Cho, Dong Hyun
    • Journal of the Korean Mathematical Society
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    • v.57 no.2
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    • pp.451-470
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    • 2020
  • Let C[0, T] denote an analogue of Wiener space, the space of real-valued continuous functions on the interval [0, T]. For a partition 0 = t0 < t1 < ⋯ < tn < tn+1 = T of [0, T], define Xn : C[0, T] → ℝn+1 by Xn(x) = (x(t0), x(t1), …, x(tn)). In this paper we derive a simple evaluation formula for Radon-Nikodym derivatives similar to the conditional expectations of functions on C[0, T] with the conditioning function Xn which has a drift and does not contain the present position of paths. As applications of the formula with Xn, we evaluate the Radon-Nikodym derivatives of the functions ∫0T[x(t)]mdλ(t)(m∈ℕ) and [∫0Tx(t)dλ(t)]2 on C[0, T], where λ is a complex-valued Borel measure on [0, T]. Finally we derive two translation theorems for the Radon-Nikodym derivatives of the functions on C[0, T].

ABSOLUTE CONTINUITY OF FUNCTIONS OF ${\phi}{\Lambda}BV$

  • Kim Hwa-Jun
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.557-562
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    • 2006
  • We consider the relationship between absolute continuity for functions of a real variable and absolute continuity of functions of generalized bounded variation. Here, we obtain necessary and sufficient conditions between these two functions.

CONDITIONAL EXPECTATION OF PETTIS INTEGRABLE UNBOUNDED RANDOM SETS

  • El Harami, Mohamed
    • Journal of the Korean Mathematical Society
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    • v.57 no.2
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    • pp.359-381
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    • 2020
  • In this paper we established new results of existence of conditional expectation for closed convex and unbounded Pettis integrable random sets without assuming the Radon Nikodym property of the Banach space. As application, new versions of multivalued Lévy's martingale convergence theorem are proved by using the Slice and the linear topologies.

PETTIS CONDITIONAL EXPECTATION OF CLOSED CONVEX RANDOM SETS IN A BANACH SPACE WITHOUT RNP

  • Akhiat, Fattah;El Harami, Mohamed;Ezzaki, Fatima
    • Journal of the Korean Mathematical Society
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    • v.55 no.4
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    • pp.833-848
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    • 2018
  • In this paper we study the existence of conditional expectation for closed and convex valued Pettis-integrable random sets without assuming the Radon Nikodym property of the Banach space. New version of multivalued dominated convergence theorem of conditional expectation and multivalued $L{\acute{e}}vy^{\prime}s$ martingale convergence theorem for integrable and Pettis integrable random sets are proved.