Thanks, tried checking this in Kallenberg's Foundation book (Chapter 3) but got lost. I found a free pdf: http://tomlr.free.fr/Math%E9matiques/Math%20Complet

Thanks, tried checking this in Kallenberg's Foundation book (Chapter 3) but got lost. I found a free pdf: http://tomlr.free.fr/Math%E9matiques/Math%20Complete/Probability%20and%20statistics/Foundations%20of%20Modern%20Probability%20-%20Olav%20Kallenberg.pdf http://tomlr.free.fr/Math%E9matiques/Math%20Complete/Probabi...