The Continuous Primitive Integral in the Plane

Abstract

An integral is defined on the plane that includes the Henstock-Kurzweil and Lebesgue integrals (with respect to Lebesgue measure). A space of primitives is taken as the set of continuous real-valued functions \(F(x,y)\) defined on the extended real plane \([-\infty,\infty]^2\) that vanish when \(x\) or \(y\) is \(-\infty\). With usual pointwise operations this is a Banach space under the uniform norm. The integrable functions and distributions (generalised functions) are those that are the distributional derivative \(\partial^2/(\partial x\partial y)\) of this space of primitives. If \(f=\partial^2/(\partial x\partial y) F\) then the integral over interval \([a,b]\times [c,d] \subseteq[-\infty,\infty]^2\) is \(\int_a^b\int_c^d f=F(a,c)+F(b,d)-F(a,d)-F(b,c)\) and \(\int_{-\infty}^\infty \int_{-\infty}^\infty f=F(\infty,\infty)\). The definition then builds in the fundamental theorem of calculus. The Alexiewicz norm is \({\lVert f\rVert}={\lVert F\rVert}_\infty\) where \(F\) is the unique primitive of \(f\). The space of integrable distributions is then a separable Banach space isometrically isomorphic to the space of primitives. The space of integrable distributions is the completion of both \(L^1\) and the space of Henstock-Kurzweil integrable functions. The Banach lattice and Banach algebra structures of the continuous functions in \({\lVert \cdot\rVert}_\infty\) are also inherited by the integrable distributions. It is shown that the dual space is the functions of bounded Hardy-Krause variation. Various tools that make these integrals useful in applications are proved: integration by parts, Hölder’s inequality, second mean value theorem, Fubini’s theorem, a convergence theorem, change of variables, convolution. The changes necessary to define the integral in \({\mathbb R}^n\) are sketched out.