Radon-Nikodym theorem in \(L^\infty\)

DOI10.1007/s002450010006zbMath0984.28002OpenAlexW1542258037MaRDI QIDQ5926213

Robert R. Jensen, Emmanuel Nicholas Barron, Pierre Cardaliaguet

Publication date: 3 May 2001

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002450010006

zbMATH Keywords

Radon-Nikodým theoremGreen's functionHamilton-Jacobi equationLax formulaRiesz representation theoremviscosity solution

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Real- or complex-valued set functions (28A10) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Integration with respect to measures and other set functions (28A25) Integral representations of solutions to PDEs (35C15)

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Representation of maxitive measures: An overview ⋮ A decomposition theorem for maxitive measures ⋮ The idempotent Radon-Nikodym theorem has a converse statement

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