Dynkin system
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Definition
Given a set X and a family of subsets of X, which we shall denote D⊆P(X) is a Dynkin system[1] if:
- X∈D
- For any D∈D we have Dc∈D
- For any (Dn)∞n=1⊆D is a sequence of pairwise disjoint sets we have ∪⋅∞n=1Dn∈D
Immediate results
See also
References
- <cite_references_link_accessibility_label> ↑ Rene L. Schilling - Measures, Integrals and Martingales