• Title/Summary/Keyword: finitely additive set function

Search Result 2, Processing Time 0.014 seconds

A NOTE ON THE INTEGRATION WITH RESPECT TO FINITELY ADDITIVE SET FUNCTIONS

  • Kim, Bong-Jin
    • The Pure and Applied Mathematics
    • /
    • v.6 no.1
    • /
    • pp.17-25
    • /
    • 1999
  • In this paper, we investigate the properties of the Dunford-Schwartz integral (the integral with respect to a finitely additive measure). Though it is not equivalent to the cylinder integral, we can show that a cylinder probability v on (H, C) can be extend as a finitely additive probability measure $\hat{v}$ on a field $\hat{C}{\;}{\supset}{\;}C$ which is equivalent to the Dunford-Schwartz integral on ($H,{\;}\hat{C},{\;}\hat{v}$).

  • PDF