Radon–Nikodym theorem and Lebesgue’s decomposition theorem (Measure Theory Part 14)

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Measure theory series: https://www.youtube.com/playlist?list=PLBh2i93oe2qvMVqAzsX1Kuv6-4fjazZ8j

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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)

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