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Definition
Let (X,A) be a σ-algebra and let Y⊆X be any subset of X, then we may construct a σ-algebra on Y called the trace σ-algebra, AY given by[1]:
Claim: (Y,AY) is a σ-algebra
Proof of claims
[Expand]
Claim 1: that (Y,AY) is indeed a σ-algebra
(Unknown grade)
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Easy - just show definition
References
- Jump up ↑ Measures, Integrals and Martingales - René L. Schilling
Measure Theory
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Overview of the basic and important objects studied in measure theory
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Set-structures
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Measures
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Functions
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Spaces
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Integrals
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