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Sep 10, 2019 at 10:36 comment added Mark Reminder of Lusin's theorem was nice. Especially that the classical statement has property that looks similar to tightness which I am trying to prove. By the end of the week I will know more about my problem and I'll maybe sent you additional question. Thanks again.
Sep 10, 2019 at 9:50 comment added Michael Greinecker Yes, the Borel $\sigma$-algebra in Euclidean spaces (or any separable metric space) is countably generated. In a bounded domain, one can do some nice approximations that show you can basically use all bounded measurable functions in the definition f your norm and that gives you the variation norm; basically one can use Lusin's theorem to show it is enough to use continuous functions and then Stone-Weierstrass to go to smooth functions with compact support. This might fail for general domains. I simply don't know, those parts are outside my knowledge.
Sep 10, 2019 at 9:43 comment added Mark Thanks for the follow up. I am not sure if my measurable space is countably generated but I guess I could add it as a request. It is interesting that you mentioned variational norm. Why do I need a variation norm? This is connected to the fact that in my SPDE problem I have a solution that is in BV space - and that space is not separable so I can't use it for the Prokhorov's theorem. But I know that BV functions are functions whose distributional derivative is finite Radon measure. I just don't know how to use that.
Sep 10, 2019 at 9:25 comment added Michael Greinecker I'm just not sure that this will give you the variation norm in general. If it does, then it still holds that a subspace is separable if and only if it is a subspace of $L_1(\tau)$ for an appropriate measure $\tau$. All that is needed that the underlying measurable space is countably generated.
Sep 10, 2019 at 8:21 comment added Mark Thank you for your answer. Nice simple example in the first paragraph that explains the problem of separability. Could you elaborate more your second paragraph? $S$ is subspace with some countable dense subset of measures... Knowing that sounds useful. Also I should be using a bounded domain, but just for curiosity, what would be additional complications in the unbounded $\mathbb{R}^d$ case?
Sep 9, 2019 at 17:36 history edited Michael Greinecker CC BY-SA 4.0
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Sep 9, 2019 at 17:10 history answered Michael Greinecker CC BY-SA 4.0