Birkhoff integral for multi-valued functions |
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Authors: | B Cascales J Rodríguez |
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Institution: | Departamento de Matemáticas, Universidad de Murcia, 30.100 Espinardo Murcia, Spain |
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Abstract: | The aim of this paper is to study Birkhoff integrability for multi-valued maps , where (Ω,Σ,μ) is a complete finite measure space, X is a Banach space and cwk(X) is the family of all non-empty convex weakly compact subsets of X. It is shown that the Birkhoff integral of F can be computed as the limit for the Hausdorff distance in cwk(X) of a net of Riemann sums ∑nμ(An)F(tn). We link Birkhoff integrability with Debreu integrability, a notion introduced to replace sums associated to correspondences when studying certain models in Mathematical Economics. We show that each Debreu integrable multi-valued function is Birkhoff integrable and that each Birkhoff integrable multi-valued function is Pettis integrable. The three previous notions coincide for finite dimensional Banach spaces and they are different even for bounded multi-valued functions when X is infinite dimensional and X∗ is assumed to be separable. We show that when F takes values in the family of all non-empty convex norm compact sets of a separable Banach space X, then F is Pettis integrable if, and only if, F is Birkhoff integrable; in particular, these Pettis integrable F's can be seen as single-valued Pettis integrable functions with values in some other adequate Banach space. Incidentally, to handle some of the constructions needed we prove that if X is an Asplund Banach space, then cwk(X) is separable for the Hausdorff distance if, and only if, X is finite dimensional. |
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Keywords: | Integration of multifunctions Debreu integral Pettis integral Birkhoff integral Aumann integral |
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