Countable additivity of Henstock-Dunford Integral and Orlicz Space

Abstract

Given a real Banach space $\mathcal{X}$ and probability space $(\Omega, \Sigma, \mu)$ we characterize the countable additivity of Henstock-Dunford integral for Henstock integrable function taking values in $X$ as those weakly measurable function $ g: \Omega \to \mathcal{X} $ for which $\{y^*g~: y^* \in B_\mathcal{X}^* \} $ is relatively weakly compact in some separable Orlicz space $ \mathcal{L}^{\overline{\phi}}(\mu) .$ We find relatively weakly compact in some Orlicz space with Henstock-Gel'fand integral.