Is Stable class DL
ProbabilityTheory.isStable_classDL
Plain-language statement
The Class DL is stable.
Exact Lean statement
lemma isStable_classDL [SecondCountableTopology ι] [PseudoMetrizableSpace ι] :
IsStable 𝓕 (ClassDL (E := E) · 𝓕 P)Formal artifact
Lean source
lemma isStable_classDL [SecondCountableTopology ι] [PseudoMetrizableSpace ι] : IsStable 𝓕 (ClassDL (E := E) · 𝓕 P) := by refine fun X ⟨hX_prog, hUI_X⟩ τ hτ ↦ ⟨isStable_isStronglyProgressive X hX_prog τ hτ, fun t ↦ ?_⟩ let embed : {T | IsStoppingTime 𝓕 T ∧ ∀ ω, T ω ≤ t} → {T | IsStoppingTime 𝓕 T ∧ ∀ ω, T ω ≠ ⊤} := fun σ ↦ ⟨σ.1, σ.2.1, fun ω ↦ ne_top_of_le_ne_top WithTop.coe_ne_top (σ.2.2 ω)⟩ refine uniformIntegrable_of_dominated (hUI_X t) (fun σ ↦ ?_) (fun σ ↦ ?_) · exact (ProgMeasurable.stronglyMeasurable_stoppedValue_stoppedProcess hX_prog hτ (embed σ)).aestronglyMeasurable · rcases stoppedValue_stoppedProcess_dominated_le X hτ (embed σ) with ⟨rho, h_le_sigma, h_dom⟩ let rho_bounded : {T | IsStoppingTime 𝓕 T ∧ ∀ ω, T ω ≤ ↑t} := ⟨rho.1, rho.2.1, fun ω ↦ le_trans (h_le_sigma ω) (σ.2.2 ω)⟩ exact ⟨rho_bounded, h_dom⟩- Project
- Brownian motion
- License
- Apache-2.0
- Commit
- 5077304f5e73
- Source
- BrownianMotion/StochasticIntegral/ClassD.lean:513-525
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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.