Measure Theory Submartingale class DL
MeasureTheory.Submartingale.classDL
Plain-language statement
A nonnegative right-continuous submartingale is of class DL.
Exact Lean statement
lemma _root_.MeasureTheory.Submartingale.classDL
(hX1 : Submartingale X π P) (hX2 : β Ο, IsRightContinuous (X Β· Ο))
(hX3 : 0 β€ X) : ClassDL X π PFormal artifact
Lean source
lemma _root_.MeasureTheory.Submartingale.classDL (hX1 : Submartingale X π P) (hX2 : β Ο, IsRightContinuous (X Β· Ο)) (hX3 : 0 β€ X) : ClassDL X π P := by refine β¨StronglyAdapted.isStronglyProgressive_of_rightContinuous hX1.1 hX2, fun t => ?_β© have := (hX1.2.2 t).uniformIntegrable_condExp' (fun T : {T | IsStoppingTime π T β§ β (Ο : Ξ©), T Ο β€ t} => IsStoppingTime.measurableSpace_le T.2.1) refine uniformIntegrable_of_dominated this (fun T => ?_) (fun T => β¨T, ?_β©) Β· exact ((stronglyMeasurable_stoppedValue_of_le (hX1.1.isStronglyProgressive_of_rightContinuous hX2) T.2.1 T.2.2).mono (π.le' t)).aestronglyMeasurable Β· have : stoppedValue X T.1 β€α΅[P] P[stoppedValue X (fun Ο => t)|T.2.1.measurableSpace] := by suffices lem : stoppedValue X ((fun Ο => t) β T.1) β€α΅[P] P[stoppedValue X (fun Ο => t)|T.2.1.measurableSpace] from by have : T.1 β (fun Ο => t) = T.1 := by simp only [inf_eq_left]; exact T.2.2 simpa [inf_comm, this] using lem exact hX1.stoppedValue_min_ae_le_condExp π hX2 (Eventually.of_forall (fun Ο => le_rfl)) T.2.1 (isStoppingTime_const π t) simp only [stoppedValue_const] at this filter_upwards [this] with Ο hΟ have p1 : 0 β€ stoppedValue X T.1 Ο := by simpa [stoppedValue] using (hX3 (T.1 Ο).untopA Ο) have p2 := abs_of_nonneg (le_trans p1 hΟ) rw [β abs_of_nonneg p1, β p2] at hΟ exact norm_le_norm_of_abs_le_abs hΟ- Project
- Brownian motion
- License
- Apache-2.0
- Commit
- 5077304f5e73
- Source
- BrownianMotion/StochasticIntegral/ClassD.lean:264-285
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Related declarations
Continuous Within At Iio indicator Ioc
continuousWithinAt_Iio_indicator_Ioc
Plain-language statement
The indicator of a half-open interval Ioc a b with constant value c is left-continuous: when approached from the left it is eventually constant, so it is continuous within Iio t at t for every t.
Source project: Brownian motion
Person-level attribution pending.
Dense comap val nhds Within Iio ne Bot
Dense.comap_val_nhdsWithin_Iio_neBot
Plain-language statement
This is the dual of Dense.comap_val_nhdsWithin_Ioi_neBot.
Source project: Brownian motion
Person-level attribution pending.
Dense comap val nhds Within Ioi ne Bot
Dense.comap_val_nhdsWithin_Ioi_neBot
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 π[Set.Ioi a] a under the inclusion D β Ξ± is nontrivial. Note that a < b is necessary as this is clearly not true if a is a top element.
Source project: Brownian motion
Person-level attribution pending.