Hint for (ii): Let (Fi)i∈I be the collection of all σ algebras of subsets of Ω that contain A This is a non-empty collection, since it contains for examp...Hint for (ii): Let (Fi)i∈I be the collection of all σ algebras of subsets of Ω that contain A This is a non-empty collection, since it contains for example P(Ω) the set of all subsets of Ω Any σ algebra σ(A) that satisfies the two properties above is necessarily a subset of any of the Fi's, hence it is also contained in the intersection of all the Fi's, which is a σ …
