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Project-declaredLean 4.33.0-rc1 · mathlib@0434c033

Countable not cadlag Modif ae eq

ProbabilityTheory.countable_not_cadlagModif_ae_eq

Plain-language statement

The set of points where the cadlag modification of a real quasimartingale along a countable dense set T disagrees with X is countable.

Exact Lean statement

lemma countable_not_cadlagModif_ae_eq [SecondCountableTopology ι] [IsFiniteMeasure μ]
    (hX : IsRealQuasimartingale 𝓕 X μ) :
    {t | ¬ cadlagModif X t =ᵐ[μ] X t}.Countable

Formal artifact

Lean source

Canonical source
Full Lean sourceLean 4
lemma countable_not_cadlagModif_ae_eq [SecondCountableTopology ι] [IsFiniteMeasure μ]    (hX : IsRealQuasimartingale 𝓕 X μ) :    {t | ¬ cadlagModif X t =ᵐ[μ] X t}.Countable := by  refine (countable_not_rightLimWithin_ae_eq hX countable_denseCountable dense_denseCountable).mono    fun t ht  ?_  simp only [Set.mem_ofPred_eq] at ht   refine fun h_contra  ht ?_  filter_upwards [cadlagModif_ae_eq_rightContModif hX,    rightContModif_ae_eq_of_rightLimWithin_ae_eq hX h_contra] with ω hω hωc  grind
Project
Brownian motion
License
Apache-2.0
Commit
5077304f5e73
Source
BrownianMotion/StochasticIntegral/Quasimartingale/CadlagModification.lean:1097-1106

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Related declarations

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 → 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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