Measures and integrals
[2/0%]A family of sets is said to be downward filtering if to each pair in there exists a in with . A set function is said to be -smooth if for every downward filtering family . Write for the -closure of a paving , the collection of all possible intersections of subclasses of .
Show that is a paving (stable under arbitrary intersections).
Show that a -tight set function that is -smooth at has a -tight, -additive extension to .
Say that an increasing functional on is -smooth at zero if for each subfamily of that is downward filtering to the zero function. (That is, to each and in there is an in with and the pointwise infimum of all functions in is everywhere zero.) Extend Theorem to -smooth functionals by constructing a -regular representing measure from the class of sets representable as pointwise infima of subclasses of .