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(A) Ring Generated by R

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Definition
StochasticDiffs

Definition

Recall the (R) Set of Predictable Rectangles, R\mathcal{R}. We denote by A\mathcal{A} the ring generated by R\mathcal{R}, i.e.Β the closure under finite union and proper complement.

Note

Any element of A\mathcal{A} can be written as the union of finitely many disjoint elements of R\mathcal{R} i.e.Β βˆ€(An)n∈NβŠ‚R\forall (A_{n})_{n\in\mathbb{N}}\subset \mathcal{R} s.t. Ai∩Aj=βˆ…Β βˆ€i=ΜΈjA_{i}\cap A_{j}=\emptyset \ \forall i\not=j then βˆƒB∈A\exists B\in\mathcal{A} s.t. B=⋃n∈NAnB=\bigcup_{n\in\mathbb{N}}A_{n}

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