Measure theory series: https://www.youtube.com/playlist?list=PLBh2i93oe2qvMVqAzsX1Kuv6-4fjazZ8j
Official supporters in this month:
– William Ripley
– Petar Djurkovic
– Mayra Sharif
– Dov Bulka
– Lukas Mührke
This video is about the Radon–Nikodym theorem and Lebesgue’s decomposition theorem, two very important theorems in measure theory. They also have a lot of applications in Stochastics. Here, I try to explain the definitions and give some examples.
I hope that this helps students, pupils and others.
(This explanation fits to lectures for students in their first year of study: Mathematics for physicists, Mathematics for the natural science, Mathematics for engineers and so on)