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arXiv · 2609.27478

Strong Measurability and Adapted Approximations with Applications to Non-Markovian Control

Abstract

We study strong measurability and adapted approximations for maps taking values in possibly nonseparable metric spaces. After recalling the metric-space Pettis criterion, we give conditions under which measurability implies strong measurability. Under the continuum hypothesis (CH), every measurable map from a countably generated measurable space into a metric space is strongly measurable for every measure on the domain. For finite or $σ$-finite measures, the same conclusion holds when the target density is strictly smaller than every real-valued measurable cardinal. Under CH this includes targets of density at most $\mathfrak c$; if no real-valued measurable cardinal exists, it holds for all metric targets. For function-valued maps, we show that pointwise measurability and continuity of the sections need not ensure measurability in the function-space topology. We provide a verification criterion using countably many evaluations and essential separability of the range. Further, we obtain elementary $L^p$-approximations of progressive or jointly measurable adapted processes under suitable filtration assumptions, Lipschitz functionals with path and Wasserstein variables, and smooth approximations based on finitely many observations of a process with left- or right-continuous paths. Finally, under CH and suitable assumptions, we apply these results to controlled stochastic differential equations in separable Hilbert spaces, allowing for jumps, random coefficients, path dependence, and state- and control-law dependence; we establish convergence of states and costs uniformly over admissible controls, convergence of optimal values, and transfer of near-optimal controls.

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BibTeXRIS

Keivan Mirzaei, Jinniao Qiu. 2026-09-23. Strong Measurability and Adapted Approximations with Applications to Non-Markovian Control. https://arxiv.org/abs/2609.27478

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