Example

Tag 091P, permanent. Cite it as [Bourbaki, Tag 091P].

Integration, chapter V, § 3. Integration of positive measures

Let $u$ be a universally measurable mapping of T into X, and $v$ a universally measurable mapping of X into Y; by Prop. 2 b), one defines diffusions $\Lambda$ and $H$ by the formulas

\lambda_t = \varepsilon_{u(t)}, \quad \eta_x = \varepsilon_{v(x)};

the diffusion $\Gamma = \Lambda H$ is then given by

\gamma_t = \varepsilon_{(vou)(t)}.

One is therefore careful to note that the order of composition of diffusions is the opposite of the usual order of the composition of functions.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

Cited by

Nothing.

Cites

Prop. 2