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The Mertens and Neyman Values of Vector Measure Games

We introduce ideas and methods from the theory of distributions into value theory. This novel approach enables us to construct new diagonal formulas for the Mertens and the Neyman values on some large space of non-differentiable games. As a result, we give an affirmative answer to the following question, asked by Neyman: Do the Mertens and the Neyman values coincide "modulo Banach limits"?