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Theorem 11.8 (i) page 94 in Measures, Integrals and Martingales makes the assumption that the function $u:[a,b]\rightarrow\mathbb{R}$ is measurable.

I suppose they mean $\mathcal{B}\cap[a,b]/\mathcal{B}$ measurable. Is this correct?

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    Can you write remark 11.10?2012-10-27

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