Let (X,F) be a measurable space. A signed measure μ on (X,F) is a mapping such that 1. μ:X→(−∞,∞) such that μ(∅)=0 2. ∀(An)n∈N⊂F s.t. Ai∩Aj=∅ (i.e. pairwise disjoint) we have μ(n=1⋃∞An)=n=1∑∞μ(An)
Let (X,F) be a measurable space, let μ be a signed measure on (X,F). We define the positive signed measure to be μ+(A)=C⊂A,C∈Fsupμ(C)
Let (X,F) be a measurable space, let μ be a signed measure on (X,F). We define the negative signed measure to be μ−(A)=−C⊂A,C∈Finfμ(C)