Foundations of possibility theory. Methods of optimal estimation and decision making. 4. Maximal extension of possibility

It is shown that a possibility $P(\cdot): \mathcal{A}\rightarrow[0,1]$ can always be extended from an arbitrary $\sigma$-algebra $\mathcal{A}$ of subsets of $X$ to the algebra $\mathcal{P}(X)$ of all subsets of $X$ with preservation of all properties of the possibility, and that a measure $p(\cdot): \mathcal{L}(X)\rightarrow[0,1]$ specifying a possibility of fuzzy events can be extended with preservation of its properties to the class of all functions $X\rightarrow[0,1]$.