Loeb空间中的Radon-Nikodym导数(英文).pdf

, By R adon N ikodym theo rem there ex ists a non negative m easu rab le function g such that ( ) = . ∈ , ( ) = ( ∩ A A g d w henever A belongs to S T hen fo r each n N It is satisfied that n A A ) = . = . n A ∩E A ∩E n E n g d W e first show that n g d g d , = , ∈ . = = ( ∩ ∩ If g is a characteristic function that is g B B S T hen A ∩E n g d A g E n d A B ) = ( ∩ ) = = . E n n A B A B d n A g d n It fo llow s from the hom ogeneity and additivity of in tegral that the equality ho lds w henever g . A ∩E = A n is a non negative sim p le function H ence n g d g ho lds fo r any non negative m easu rab le function g. 5 = , ( ) ( ) = 0 ( ) ( ( ) ) ∈ ( T hen by T heo rem and A ∩E n g d A g d L n B B g d L n fo r each B L , ) , ( ) 2 S the defin ition of L and T heo rem im p ly that ( ( ) ) 0 ( ) ( ( ) ) L B = ∫ g d L . B 　　 5 . W e can easily ob tain the fo llow ing co ro llaries from theo rem and its ex ten sion 1　 ( , ). ( ) ( Corollary L et and be f in ite m easu