Weakly Measurable Function - Properties

Properties

The relationship between measurability and weak measurability is given by the following result, known as Pettis' theorem or Pettis measurability theorem.

A function f is said to be almost surely separably valued (or essentially separably valued) if there exists a subset NX with μ(N) = 0 such that f(X \ N) ⊆ B is separable.

Theorem (Pettis). A function f : XB defined on a measure space (X, Σ, μ) and taking values in a Banach space B is (strongly) measurable (with respect to Σ and the Borel σ-algebra on B) if and only if it is both weakly measurable and almost surely separably valued.

In the case that B is separable, since any subset of a separable Banach space is itself separable, one can take N above to be empty, and it follows that the notions of weak and strong measurability agree when B is separable.

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