Let ((X, mathscr{A}, mu)) be a (sigma)-finite measure space and let (u) be a further measure. Show

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Let \((X, \mathscr{A}, \mu)\) be a \(\sigma\)-finite measure space and let \(u\) be a further measure. Show that \(u \leqslant \mu\) entails that \(u=f \mu\) for some (a.e. uniquely determined) density function \(f\) such that \(0 \leqslant f \leqslant 1\).

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Measures Integrals And Martingales

ISBN: 9781316620243

2nd Edition

Authors: René L. Schilling

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