Monthly Archives: September 2014

Doob-Dynkin Lemma for probability space

Table of Contents 1. Proof 1 2. Proof 2 3. Proof 3 4. Uniqueness of H 5. applications Let f, g be measurable functions from a probability space to measurable spaces and respectively. Consider the following three conditions: (1) (in … Continue reading

Posted in Mathematics | Tagged , | Leave a comment

Proofs of Doob-Dynkin Lemma

Table of Contents 1. uniqueness of H 2. counterexamples 3. proof when g has a countable range, with nice Y 4. proof when Y is the Cantor space 5. proof when Y is the unit interval 6. proof for standard … Continue reading

Posted in Mathematics | Tagged , | 4 Comments