Hello,

denotes the Borel sigma-algebra over the real line.

For any , let's denote the application

1. Show that is a sigma-algebra over the real line.

2. Show that contains all the intervals

3. Show that

Okay, so the main problem is that I don't know how and where to start... my first idea was to start by what's asked in question 3., so I believe this wasn't the right idea lol...

Thanks for any help