ABSTRACT
We start with a family (il, J70, P x , x e R) of probability spaces such that for every A e f° the function P. (A) is Bu( R) -measurable, where Bu( R) denotes the universal completion of B( R). For every probability measure /i on ( R, B( R)) we set
I l l
thus obtaining a new probability measure PM. Let J7» be the completion of J70 with respect to P^ and T := f]^^, where the intersection ranges over all probability measures ¡i on ( R, B( R)). Now, the probability measures P^ and, in particular, P x can be extended to the ¿r-algebra T.
