The purpose of this paper is
to show that if m is a Banach space-valued measure with finite variation on a
σ-algebra, then the variation |m| of m has a Radon-Nikodym derivative with respect
to m.
This Radon-Nikodym derivative takes its values in the dual of the Banach space,
is integrable in Dinculeanu’s sense and may be chosen of norm as close to one as we
want.
From this theorem we deduce that if m and m′ are Banach space-valued measures on
the same σ-algebra, such that m ≪ m′, then m has a Radon-Nikodym derivative with
respect to m′ and this derivative is m′-integrable in Dinculeanu’s sense if we assume
that the image space of m has Radon-Nikodym property.
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