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Project-declaredLean 4.33.0-rc1 Β· mathlib@0434c033

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 𝓕 P) (hX2 : βˆ€ Ο‰, IsRightContinuous (X Β· Ο‰))
    (hX3 : 0 ≀ X) : ClassDL X 𝓕 P

Formal artifact

Lean source

Canonical source
Full Lean sourceLean 4
lemma _root_.MeasureTheory.Submartingale.classDL    (hX1 : Submartingale X 𝓕 P) (hX2 : βˆ€ Ο‰, IsRightContinuous (X Β· Ο‰))    (hX3 : 0 ≀ X) : ClassDL X 𝓕 P := by  refine ⟨StronglyAdapted.isStronglyProgressive_of_rightContinuous hX1.1 hX2, fun t => ?_⟩  have := (hX1.2.2 t).uniformIntegrable_condExp' (fun T :    {T | IsStoppingTime 𝓕 T ∧ βˆ€ (Ο‰ : Ξ©), T Ο‰ ≀ t} => IsStoppingTime.measurableSpace_le T.2.1)  refine uniformIntegrable_of_dominated this (fun T => ?_) (fun T => ⟨T, ?_⟩)  Β· exact ((stronglyMeasurable_stoppedValue_of_le (hX1.1.isStronglyProgressive_of_rightContinuous      hX2) T.2.1 T.2.2).mono (𝓕.le' t)).aestronglyMeasurable  Β· have : stoppedValue X T.1 ≀ᡐ[P] P[stoppedValue X (fun Ο‰ => t)|T.2.1.measurableSpace] := by      suffices lem : stoppedValue X ((fun Ο‰ => t) βŠ“ T.1) ≀ᡐ[P]        P[stoppedValue X (fun Ο‰ => t)|T.2.1.measurableSpace] from by        have : T.1 βŠ“ (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 𝓕 hX2        (Eventually.of_forall (fun Ο‰ => le_rfl)) T.2.1 (isStoppingTime_const 𝓕 t)    simp only [stoppedValue_const] at this    filter_upwards [this] with Ο‰ hΟ‰    have p1 : 0 ≀ 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 [← abs_of_nonneg p1, ← 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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Project-declaredLean 4.33.0-rc1

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.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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Project-declaredLean 4.33.0-rc1

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 𝓝[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.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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