# Questions tagged [monotone-class-theorem]

For questions related to the monotone class theorem.

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### Proof of the Monotone Class Theorem

I am learning the Monotone Class Theorem from Jacod's Probability Essentials. I don't quite understand the idea of the proof in the book. I don't see the point in the proof at all. What's the use of ...
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### A concrete example of the monotone class theorem

I have a lot of trouble in applying the functional monotone class theorem. Therefore I'm solving some exercises to get some experience. Maybe someone could help me with the following. Suppose I have ...
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### Application of Monotone class Theorem in the proof of Kunita-Watanabe Inequality

The Kunita-Watanabe Inequality says: Let $X,Y$ be two continuous locale martingales and $H,G$ two product-measurable functions on $(0,\infty)\times \Omega$, then  \int_0^t|G_s||H_s|d|\langle X,...
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### Monotone class theorem

I have some question about the Monotone Class Theorem and its application. First I state the Theorem: Let $\mathcal{M}:=\{f_\alpha; \alpha \in J\}$ be a set of bounded functions, such that \$f_\...