Uniform integrability of derivatives on<i>σ</i>-lattices
Uniform integrability of derivatives on<i>σ</i>-lattices
This paper contains a new derivation of the Radon-Nikodym derivative on a σ-lattice.Absolute continuity is defined in this setting, and the definition is justified by obtaining an extension of a standard result on the uniform integrability of derivatives.An application to mean convergence of martingales and a version of Jensen's inequality …