As Wikipedia mentioned, there are two interpretation of "differentiation of measures":
- the problem of differentiation of integrals, also known as the differentiation problem for measures;
- the Radon–Nikodym derivative of one measure with respect to another.
I was wondering
- if they are related to each other, or unrelated concepts?
- if there are other concepts that can also be viewed as differentiation of measures?
Thanks and regards!