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Integration over an Infinite-Dimensional Banach Space and Probabilistic Applications

Claudio Asci

International Journal of Analysis, 2014, vol. 2014, 1-10

Abstract:

We study, for some subsets of , the Banach space of bounded real sequences . For any integer , we introduce a measure over that generalizes the -dimensional Lebesgue measure; consequently, also a theory of integration is defined. The main result of our paper is a change of variables' formula for the integration.

Date: 2014
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:hin:ijanal:404186

DOI: 10.1155/2014/404186

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