Abstract
Two subspaces of the space of Banach space valued Pettis integrable functions are considered: the space P(μ, X, var) of Pettis integrable functions with integrals of finite variation in a Banach space X and LLN(μ,X,var), the space of functions satisfying the law of large numbers. It is proved that LLN(μ,X*,var) is always complete and P(μ, X*,var) is complete if Martin's axiom and the perfectness of μ are assumed. Moreover, a non-trivial example of a non-conjugate Banach space X with non-complete P(μ, X, var) is presented.
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