Generate From eq predictable
ProbabilityTheory.ElementaryPredictableSet.generateFrom_eq_predictable
Plain-language statement
The elementary predictable sets generate the predictable σ-algebra. Note that we require the time domain to have countably generated atTop so that each (t, ∞] can be written as a countable union of intervals (t, s].
Exact Lean statement
theorem generateFrom_eq_predictable [(Filter.atTop : Filter ι).IsCountablyGenerated] :
MeasurableSpace.generateFrom {↑S | S : ElementaryPredictableSet 𝓕} = 𝓕.predictableFormal artifact
Lean source
theorem generateFrom_eq_predictable [(Filter.atTop : Filter ι).IsCountablyGenerated] : MeasurableSpace.generateFrom {↑S | S : ElementaryPredictableSet 𝓕} = 𝓕.predictable := by apply le_antisymm · apply MeasurableSpace.generateFrom_le rintro _ ⟨S, rfl⟩ exact S.measurableSet_predictable · apply measurableSpace_le_predictable_of_measurableSet · intro B₀ hB₀ apply MeasurableSpace.measurableSet_generateFrom use singletonBotProd hB₀, coe_singletonBotProd hB₀ · intro t B hB obtain ⟨seq, _, tendsto⟩ := Filter.exists_seq_monotone_tendsto_atTop_atTop ι have : Set.Ioi t = ⋃ n : ℕ, Set.Ioc t (seq n) := by ext s suffices ∃ n, s ≤ seq n by simpa using fun _ ↦ this rw [Filter.tendsto_atTop_atTop] at tendsto obtain ⟨n, h⟩ := tendsto s exact ⟨n, h n le_rfl⟩ rw [this, Set.iUnion_prod_const] refine MeasurableSet.iUnion fun n ↦ MeasurableSpace.measurableSet_generateFrom ?_ use IocProd t (seq n) hB, coe_IocProd _ _ hB- Project
- Brownian motion
- License
- Apache-2.0
- Commit
- 5077304f5e73
- Source
- BrownianMotion/StochasticIntegral/SimpleProcess.lean:805-825
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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 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.
Source project: Brownian motion
Person-level attribution pending.