An abstract decomposition of measures and its many applications
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Author(s)
Milazzo, Alessandro
Siorpaes, Pietro
Type
Journal Article
Abstract
We consider a little-known abstract decomposition result for positive measures due to Dellacherie, and show that it yields many decompositions of measures, several of which are new. We then extend Dellacherie's result to (controlled) vector measures, and apply it to obtain a decomposition of semimartingales due to Bichteler, on which we improve. Then, we investigate how the outputs of the decomposition depend on its inputs, in particular characterizing the two elements of the decomposition as projections in the sense of Riesz spaces and of metric spaces. Finally, we prove a decomposition theorem for strictly positive operators on Riesz spaces which generalizes Dellacherie's Theorem.
Date Issued
2026-04-01
Date Acceptance
2025-10-01
Citation
Journal of Mathematical Analysis and Applications, 2026, 556 (1)
ISSN
0022-247X
Publisher
Elsevier BV
Journal / Book Title
Journal of Mathematical Analysis and Applications
Volume
556
Issue
1
Copyright Statement
© 2025 The Author(s). Published by Elsevier Inc. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
License URL
Publication Status
Published
Article Number
130180
Date Publish Online
2025-10-22