Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 348 / 2 / a

Write $J_T(x)=|\det DT(x)|$, the absolute Jacobian determinant. Under the usual meaning of a $C^1$ map on domains, the injective area formula gives, for any nonnegative measurable $a$,This version of the change of variables formula does not require $DT$ to be nonsingular everywhere. A $C^1$ map is a locally Lipschitz function, and the formula applies by exhaustion if the domains are unbounded. For non-open $X$, one needs the corresponding extension or regularity interpretation of the stated $C^1$ assumption.

First suppose $f(x)=g(T(x))J_T(x)$ almost everywhere with respect to Lebesgue measure. For each bounded nonnegative measurable $a$,Taking indicator functions proves $T_{\#}\mu =\nu$.

Conversely, the area formula shows that the measure $\tilde{\mu }$ with probability density function $g(T(x))J_T(x)$ has total mass one and satisfies $T_{\#}\tilde{\mu }=\nu$. The assumed equality $T_{\#}\mu =\nu$ then implies $\mu =\tilde{\mu }$, since the measurable bijection $T$ has a measurable inverse on these domains. Equivalently, apply both pushforward measure identities to $T(A)$ for each Borel set $A\subseteq X$. Uniqueness of the Radon-Nikodym derivative yields