If ν ≪ μ (ν absolutely continuous w.r.t. μ), there exists a measurable density dν/dμ with ν(E) = ∫_E (dν/dμ) dμ. Underpins probability-density functions and change of measure in stochastic analysis.
If ν ≪ μ (ν absolutely continuous w.r.t. μ), there exists a measurable density dν/dμ with ν(E) = ∫_E (dν/dμ) dμ. Underpins probability-density functions and change of measure in stochastic analysis.