Abstract
The celebrated Radon-Nikodym (or Lebesgue-Radon-Nikodym) theorem states the following:
Theorem 1.1.1. Let (Ω B) be a measurable space and let μ0 and μ1 be two probability measures on (Ω B).
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© 2000 Springer-Verlag Berlin Heidelberg
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Üstünel, A.S., Zakai, M. (2000). Some Background Material and Preliminary Results. In: Transformation of Measure on Wiener Space. Springer Monographs in Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-13225-8_2
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DOI: https://doi.org/10.1007/978-3-662-13225-8_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-08572-7
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