 Bayes formula for a dominated observation model

Suppose an unknown has prior distribution $\Pi$ and its conditional observation law $P_u$ has jointly measurable Radon-Nikodym derivative $L(u,m)$ relative to a fixed observation law $P_0$. If $L>0$ for $\Pi (du)P_0(dm)$-almost every pair, thendefines the posterior distribution for almost every observation. Indeed, $\int L(u,m)P_0(dm)=1$ for almost every $u$, so Tonelli theorem gives $\int Z(m)P_0(dm)=1$. Hence $Z$ is finite almost everywhere, and positivity of $L$ and Fubini's theorem give $Z>0$ almost everywhere. The data law is $Z{P}_0$, and integration of the proposed posterior against this data law recovers the joint law. This proves the conditional distribution property and also shows that the data law is an equivalent probability measure to $P_0$.