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Two principles for extending probability measures

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Abstract

A principle for proving the existence of an extension of a probability measure and a principle which answers the question of uniqueness of the extension are given. It turns out that these principles can be applied in a great number of situations treated in the literature.

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Authors and Affiliations

  1. Institut für Mathematische Statistik, Federal Republic of Germany

    Albert Ascherl

  2. Mathematisches Institut II, Universität Karlsruhe, Kaiserstraße 12, D-7500, Karlsruhe, Federal Republic of Germany

    Jürgen Lehn

Authors
  1. Albert Ascherl
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  2. Jürgen Lehn
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Ascherl, A., Lehn, J. Two principles for extending probability measures. Manuscripta Math 21, 43–50 (1977). https://doi.org/10.1007/BF01176900

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