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Henstock-Kurzweil and McShane product integration; Descriptive definitions

Publication at Faculty of Mathematics and Physics |
2008

Abstract

The Henstock-Kurzweil and McShane product integrals generalize the notion of Riemann product integral. We study properties of the corresponding indefinite integrals (i.~e.~product integrals considered as functions of the upper bound of integration).

It is shown that the indefinite McShane product integral of a matrix-valued function is absolutely continuous. As a consequence we obtain the result that the notion of McShane product integral of a matrix function coincides with the Bochner product integral.