Related papers: A Bochner-type integration theory for random norme…
A marked metric measure space (mmm-space) is a triple (X,r,mu), where (X,r) is a complete and separable metric space and mu is a probability measure on XxI for some Polish space I of possible marks. We study the space of all (equivalence…
This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are presented, as well as some applications of the latter to…
We introduce a Bochner integral approach to projective norm attainment in tensor products of Banach spaces by defining the class of integral projective norm-attaining tensors. This framework provides a broader, measure-theoretic approach to…
This is a survey of constructive and computable measure theory with an emphasis on the close connections with algorithmic randomness. We give a brief history of constructive measure theory from Brouwer to the present, emphasizing how…
We obtain a sharp Nagy type inequality in a metric space $(X,\rho)$ with measure $\mu$ that estimates the uniform norm of a function using its $\|\cdot\|_{H^\omega}$ -- norm determined by a modulus of continuity $\omega$, and a seminorm…
We prove a version of the Lebesgue Differentiation Theorem for mappings that are defined on a measure space and take values into a metric space, with respect to the differentiation basis induced by a von Neumann lifting. As a consequence,…
We consider, and make precise, a certain extension of the Radon-Nikodym derivative operator, to functions which are additive, but not necessarily sigma-additive, on a subset of a given sigma-algebra. We give applications to probability…
In this paper we will give a categorical proof of the Radon-Nikodym theorem. We will do this by describing the trivial version of the result on finite probability spaces as a natural isomorphism. We then proceed to Kan extend this…
Let $(M,d)$ be a complete metric space and let $\mathcal{F}(M)$ denote the Lipschitz-free space over $M$. We develop a ``Choquet theory of Lipschitz-free spaces'' that draws from the classical Choquet theory and the De Leeuw representation…
We generalize the Beckner's type Poincar\'e inequality \cite{Beckner} to a large class of probability measures on an abstract Wiener space of the form $\mu\star\nu$, where $\mu$ is the reference Gaussian measure and $\nu$ is a probability…
A vector-valued version of the Girsanov theorem is presented, for a scalar process with respect to a Banach-valued measure. Previously, a short discussion about the Birkhoff-type integration is outlined, as for example integration by…
We demonstrate the necessity of a Poincar\'e type inequality for those metric measure spaces that satisfy Cheeger's generalization of Rademacher's theorem for all Lipschitz functions taking values in a Banach space with the Radon-Nikodym…
Topological measures and deficient topological measures generalize Borel measures and correspond to certain non-linear functionals. We study integration with respect to deficient topological measures on locally compact spaces. Such an…
We develop a stochastic integration theory for predictable integrands with respect to a L\'evy basis. Our approach is based on decoupling inequalities for tangent sequences and reduces the construction of the stochastic integral essentially…
Henstock-type integrals are considered, for functions defined in a Radon measure space and taking values in a Banach lattice X considering the norm and the order structure of the space. A number of results are obtained, highlighting the…
We present an approach to measure theory using the theory of locales. This includes concrete constructions of measure algebras associated to Radon measures, such as the Lebesgue measure on $\mathbb{R}^n$, via Grothendieck topologies…
Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic…
Let $\Gamma_X$ denote the space of all locally finite configurations in a complete, stochastically complete, connected, oriented Riemannian manifold $X$, whose volume measure $m$ is infinite. In this paper, we construct and study spaces…
In this paper we present some results concerning Gould integrability of vector functions with respect to a monotone measure on finitely purely atomic measure spaces. As an application a Radon-Nikodym theorem in this setting is obtained.
A Bochner integral formula is derived that represents a function in terms of weights and a parametrized family of functions. Comparison is made to pointwise formulations, norm inequalities relating pointwise and Bochner integrals are…