On a Paper of Maurice Sion

Let M0 be the set of measures μ on the real line such that open sets are μ*-immeasurable. While attempting to find out whether a set μ*-measurable for all μ in Mo is mapped into a similar set by a continuous function of bounded variation, Maurice Sion develops a theory for what he calls variational measure (4). As an application of the theory, he gets conditions on a function f and a set of measures M in order that f map a set, which is μ*-measurable for all μ ∈ M, into a set of the same kind. In particular he proves for his class M2 (def. 2.5), the following theorem (4, § 8.11).