Let ((X, mathscr{A}, mu)) be a measure space and (F in mathscr{A}). Show that (mathscr{A} i A

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Let $(X, \mathscr{A}, \mu)$ be a measure space and $F \in \mathscr{A}$. Show that $\mathscr{A} i A \mapsto \mu(A \cap F)$ defines a measure.

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Measures Integrals And Martingales

ISBN: 9781316620243

2nd Edition

Authors: René L. Schilling

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Question Posted: Jan 23, 2024 10:00 AM

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Let ((X, mathscr{A}, mu)) be a measure space and (F in mathscr{A}). Show that (mathscr{A} i A

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Set vA An F We know by assumption that is a measure on X A We have to show that v ...View the full answer

Measures Integrals And Martingales

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