Definition

measurability w.r.t. a σ\sigma-field


If X/X \in \mathcal{B}/\mathcal{B}', \mathcal{F} \subset \mathcal{B} is a σ\sigma-field, and σ(X)\sigma(X) \subset \mathcal{F} then we say XX is measurable with respect to \mathcal{F} and we write XX \in \mathcal{F}.