For a measurable space (Y, B), let P(Y, B) denote the set of all proba-
bility measures on (Y, B). We equip P(Y, B) with the weak σ-algebra,
i.e., the smallest σ-algebra on P(Y, B) making each µ → µ(B), B ∈ B,
measurable. A transition probability is a measurable function
P : (X, A) → P(Y, B), (X, A) a measurable space.
In this talk, we shall present a proof of the following surprising the-
orem.
Theorem. Let Y be a Polish space and B a countably generated sub
σ-algebra of the Borel σ-algebra BY of Y . The following conditions are
equivalent:
(a) For every measurable space (X, A), every transition probability
P : (X, A) → P(Y, B) can be extended to a transition probability
Q : (X, A) → P(Y, BY ).
(b) The statement (a) only for X Polish and A = BX , the Borel
σ-algebra of X.
This is one of the series of results proved on transition probabilities
needed to develop a stochastic analogue of modal logic jointly with E.
E. Doberkat, Dortmund, Germany.