A map, f:(A,A)(F,F), is A/F measurable if and only if for some generator F0 of F we have SF0[f1(S)A]

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Statement

A map from a σ-algebra (A,A) to another σ-algebra (F,F), f:AF, is A/F measurable if and only if for some generator, G, of F[Note 1] we have[1][2]:

  • SG[f1(S)A]

Which we may alternatively write (for brevity, see: abuses of the implies-subset relation) as:

  • f1(G)A

Proof


TODO: See ref[2] page 6, also lemma 7.2 in[1]


Notes

  1. Jump up Thus F=σ(G)

References

  1. Jump up to: 1.0 1.1 Measures, Integrals and Martingales - René L. Schilling
  2. Jump up to: 2.0 2.1 Probability and Stochastics - Erhan Cinlar