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Project-declaredLean 4.33.0-rc1 · mathlib@0434c033

Class DL locally class D

ProbabilityTheory.ClassDL.locally_classD

Plain-language statement

A process of class DL is locally of class D.

Exact Lean statement

lemma ClassDL.locally_classD [SecondCountableTopology ι] [PseudoMetrizableSpace ι]
    (hX : ClassDL X 𝓕 P) :
    Locally (ClassD · 𝓕 P) 𝓕 X P

Formal artifact

Lean source

Canonical source
Full Lean sourceLean 4
lemma ClassDL.locally_classD [SecondCountableTopology ι] [PseudoMetrizableSpace ι]    (hX : ClassDL X 𝓕 P) :    Locally (ClassD · 𝓕 P) 𝓕 X P := by  rcases topOrderOrNoTopOrder ι with ha | hb  · exact .of_prop hX.classD  obtain v, hv1, hv2 := exists_seq_monotone_tendsto_atTop_atTop ι  refine fun n ω => v n, ⟨⟨fun n => ?_, ?_, ?_, fun n => ?_, ?_⟩⟩  · simp [isStoppingTime_const]  · filter_upwards with ω    simp only [tendsto_atTop_atTop] at hv2    refine tendsto_atTop_isLUB (fun _ _ h => mod_cast hv1 h) top_mem_upperBounds _, fun x hx => ?_    simp only [top_le_iff, WithTop.eq_top_iff_forall_gt]    simp only [mem_upperBounds, Set.mem_range, forall_exists_index, forall_apply_eq_imp_iff] at hx    intro a    obtain c, hc := (NoTopOrder.to_noMaxOrder ι).exists_gt a    obtain n, hn := hv2 c    exact lt_of_lt_of_le (WithTop.coe_lt_coe.mpr (lt_of_lt_of_le hc (hn n le_rfl))) (hx n)  · filter_upwards with ω    exact fun _ _ h => WithTop.coe_le_coe.mpr (hv1 h)  · refine IsStronglyProgressive.stoppedProcess (fun t => ?_) (by simp [isStoppingTime_const])    by_cases hb : ⊥ < (v n : WithTop ι)    · simp [hb, hX.1 t]    · simp [hb, stronglyMeasurable_const]  · let A := {T : Ω  WithTop ι | IsStoppingTime 𝓕 T   ω, T ω  ⊤}    let Y := fun T : A  stoppedValue (stoppedProcess X (fun _  v n)) T    refine uniformIntegrable_of_dominated (Y := Y) ?_ (fun T => ?_) (fun T => ?_)    · let B := {T : Ω  WithTop ι | IsStoppingTime 𝓕 T   ω, T ω  v n}      let f : A  B := fun T => T.1 ⊓ (fun ω => ↑(v n)), T.2.1.min_const (v n), by simp⟩⟩      have : Y = (fun T : B  stoppedValue X T) ∘ f := by        ext T        exact stoppedValue_stoppedProcess_apply (T.2.2 _)      rw [this]      exact UniformIntegrable.comp (hX.2 (v n)) f    · by_cases hb : ⊥ < (v n : WithTop ι)      · simp only [hb, Set.ofPred_true, Set.indicator_univ, ne_eq, Set.mem_ofPred_eq]        refine AEStronglyMeasurable.congr ?_ (stoppedValue_stoppedProcess_ae_eq ?_).symm        · refine (StronglyMeasurable.mono ?_ (𝓕.le' (v n))).aestronglyMeasurable          refine stronglyMeasurable_stoppedValue_of_le hX.1 ((T.2.1).min_const _) (fun ω => ?_)          grind        · exact ae_of_all P T.2.2      · unfold stoppedValue        simp only [hb, Set.ofPred_false, Set.indicator_empty, ne_eq, Set.mem_ofPred_eq,          stoppedProcess_const]        fun_prop    · by_cases hb : ⊥ < (v n : WithTop ι)      · simpa [hb, Y] using T.1, T.2, ae_of_all P fun ω => rfl.le      · simpa [hb, Y, stoppedValue] using T.1, T.2
Project
Brownian motion
License
Apache-2.0
Commit
5077304f5e73
Source
BrownianMotion/StochasticIntegral/ClassD.lean:567-613

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Project-declaredLean 4.33.0-rc1

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continuousWithinAt_Iio_indicator_Ioc

Plain-language statement

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probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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Project-declaredLean 4.33.0-rc1

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Project documentation

This is an auxillary lemma used to prove Dense.monotone_of_isRightContinuous. It is saying that if D is a dense set and a, b are two points such that a < b, then the comap of 𝓝[Set.Ioi a] a under the inclusion D → α is nontrivial. Note that a < b is necessary as this is clearly not true if a is a top element.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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