Bounded convergence theorem for abstract Kurzweil-Stieltjes integral

Abstract: In the theories of Lebesgue integration and of ordinary differential equations, the Lebesgue Dominated Convergence Theorem provides one of the most widely used tools. Available analogy in the Riemann or Riemann-Stieltjes integration is the Bounded Convergence Theorem, sometimes called also the Arzela or Arzela-Osgood or Osgood Theorem. In the setting of the Kurzweil-Stieltjes integral for real valued functions its proof can be obtained by a slight modification of the proof given for the Young-Stieltjes integral by Hildebrandt in his monograph from 1963. However, it is clear that the proof by Hildebrandt cannot be extended to the case of Banach space-valued functions. Moreover, it essentially utilizes the Arzela Lemma which does not fit too much into elementary text-books. In this paper, we present the proof of the Bounded Convergence Theorem for the abstract Kurzweil-Stieltjes integral in a setting elementary as much as possible.