Trace sigma-algebra

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Definition

Let (X,A) be a σ-algebra and let YX be any subset of X, then we may construct a σ-algebra on Y called the trace σ-algebra, AY given by[1]:

  • AY:={YA |AA}

Claim: (Y,AY) is a σ-algebra

Proof of claims

[Expand]

Claim 1: that (Y,AY) is indeed a σ-algebra

References

  1. Jump up Measures, Integrals and Martingales - René L. Schilling