Radon-Nikodym theorem in L-infinity

Citation
En. Barron et al., Radon-Nikodym theorem in L-infinity, APPL MATH O, 42(2), 2000, pp. 103-126
Citations number
12
Categorie Soggetti
Mathematics
Journal title
APPLIED MATHEMATICS AND OPTIMIZATION
ISSN journal
00954616 → ACNP
Volume
42
Issue
2
Year of publication
2000
Pages
103 - 126
Database
ISI
SICI code
0095-4616(200009/10)42:2<103:RTIL>2.0.ZU;2-N
Abstract
We prove that for any given set function F which satisfies F(boolean OR A(i )) = sup(i) F(A(i)) and F(A) = -infinity if meas(A) = 0, there must exist a measurable function g so that F(A) = ess sup(y is an element of A) g(y). T wo proofs of this result are given. Then a Riesz representation theorem for "linear" operators on L-infinity is proved and used to establish the exist ence of Green's function for first-order partial differential equations. In the special case u(t) + H(u, Du) = 0, Green's function is explicitly found , giving the extended Lax formula for such equations.