Let B be a sub-(-field in ((, A, P) which is equivalent to the trivial (-field {(,

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Let B be a sub-(-field in ((, A, P) which is equivalent to the trivial (-field {(, (} (in the sense that for every B ( B, either P (B) = 0 or P(B) = 1), and let X be a B-measurable (integrable) r.v. Then show that X = εX a.s?

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An Introduction to Measure Theoretic Probability

ISBN: 978-0128000427

2nd edition

Authors: George G. Roussas

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Question Posted: Mar 25, 2016 03:32 AM

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Let B be a sub-(-field in ((, A, P) which is equivalent to the trivial (-field {(,

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For every B B it follows that B XdP B is either 0 or X ...View the full answer

An Introduction to Measure Theoretic Probability

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