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?
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?