Dynkin system

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Definition

Given a set X and a family of subsets of X, which we shall denote DP(X) is a Dynkin system[1] if:

  • XD
  • For any DD we have DcD
  • For any (Dn)n=1D is a sequence of pairwise disjoint sets we have n=1DnD

Immediate results

[<collapsible-expand>]

  • D

See also

References

  1. <cite_references_link_accessibility_label> Rene L. Schilling - Measures, Integrals and Martingales