- Thread starter
- #1

What does this symbol mean? I understand that in real analysis, given a measure space $(X,\mathcal{A},\mu)$ we say that a property holds $\mu$-a.e. if there is a set $N$ such that $\mu(N)=0$ and the property holds for all $x\in (X\smallsetminus N).$

I am a newbie with the symbols $dt\otimes dP$ since $dt$ and $dP$ aren't measures?

Also, can you suggest a book with detailed explanation on such notation?

Thanks a lot.