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Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.

4 votes
1 answer
861 views

Kolmogorov doesn't show existence of Dirichlet process for arbitrary measurable spaces. Why?

I'm trying to understand the problem arising when using Kolmogorov's extension theorem to prove the existence of the Dirichlet process on an arbitrary measurable space $\left(\mathcal{X},\mathcal{A}\r …
Mirko Vogel's user avatar