Is any measure on any σ-algebra inside the power set of $\mathbb{R}^d$ a formal definition (or generalisation) of "volume" in $\mathbb{R}^d$?
What's so special about Lebesgue measure that we choose it as the standard way to assign measure to subsets of $\mathbb{R}^d$?
What's so special about Borel σ algebra? Why not other σ-algebra?
Is there a measure on the Borel σ algebra of $\mathbb{R}^d$ such that $\gamma ((a,b])$ may not be $b-a$?
For question 2, I guess Lebesgue measure is chosen as the standard way because it's the unique measure on the Borel σ algebra of $\mathbb{R}^d$ such that $\gamma ((a,b])=b-a$.
But I'm not sure if that's the reason, I'm not even sure if the important bit is the "Borel σ algebra" or "$\gamma ((a,b])=b-a$".
Any help will be appreciated!