Hahn-Kolmogorov theorem
Let be an algebra of subsets of a set . If a finitely additive measure satisfies
for any disjoint family of elements of such that , then extends to a measure defined on the -algebra generated by ; i.e. there exists a measure such that its restriction (http://planetmath.org/RestrictionOfAFunction) to coincides with .
If is -finite (http://planetmath.org/SigmaFinite), then the extension is unique.