 Solution

The Von Neumann hierarchy is defined by transfinite recursion:for every limit ordinal $\lambda$.

We prove simultaneously by transfinite induction that every $V_{\alpha }$ is a transitive set and that $V_{\alpha }\subseteq V_{\alpha +1}$. The claims are immediate for $V_0$. Suppose first that $V_{\alpha }$ is transitive. If $x\in y\in V_{\alpha +1}=\mathcal{P}(V_{\alpha })$, then $y\subseteq V_{\alpha }$, so $x\in V_{\alpha }$. Moreover, transitivity says that every $x\in V_{\alpha }$ satisfies $x\subseteq V_{\alpha }$, and henceThus $V_{\alpha +1}$ is transitive and $V_{\alpha }\subseteq V_{\alpha +1}$. At a limit $\lambda$, if $x\in y\in V_{\lambda }$, then $y\in V_{\beta }$ for some $\beta <\lambda$; transitivity of $V_{\beta }$ gives $x\in V_{\beta }\subseteq V_{\lambda }$. The inclusions at successor stages also imply

Finally, the rank of a set $x$ is the ordinalEvery $y\in x$ belongs to $V_{\mathrm{rank}(y)+1}\subseteq V_{\mathrm{rank}(x)}$, so $x\subseteq V_{\mathrm{rank}(x)}$. Thereforewhich proves that every set occurs in the hierarchy.