Prove that $\frac{d \lambda}{d \mu} = \frac{d \lambda}{d \nu} \frac{d \nu}{d \mu}$ for $\sigma$-finite measures $\mu,\nu, \lambda$. 

Suppose that $\mu,\nu, \lambda$ are $\sigma$-finite measures on a measurable space $(X,\mathcal{M})$ and that \[ \lambda \ll \nu \textrm{ and } \nu \ll \mu .\] Prove that \[ \frac{d \lambda}{d \mu} = \frac{d \lambda}{d \nu} \frac{d \nu}{d \mu} \;\; \mu\textrm{-a.e.}. \] 


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Erdos Erdos
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