Is Stable right Continuous
ProbabilityTheory.isStable_rightContinuous
Plain-language statement
The processes with right-continuous paths are a stable class.
Exact Lean statement
lemma isStable_rightContinuous :
IsStable 𝓕 (fun (X : ι → Ω → E) ↦ ∀ ω, Function.IsRightContinuous (X · ω))Formal artifact
Lean source
lemma isStable_rightContinuous : IsStable 𝓕 (fun (X : ι → Ω → E) ↦ ∀ ω, Function.IsRightContinuous (X · ω)) := by refine isStable_pathwise (fun X i ↦ ContinuousWithinAt X (Set.Ioi i) i) (fun _ ↦ by fun_prop) ?_ ?_ · intro X a hX i hai specialize hX i have h_eq : (fun x ↦ X (min x a)) =ᶠ[𝓝[>] i] fun _ ↦ X a := by rw [eventuallyEq_nhdsWithin_iff] filter_upwards [] with j hji rw [min_eq_right] grind refine (EventuallyEq.congr_continuousWithinAt h_eq ?_).mpr ?_ · simp [hai] · fun_prop · intro X Y i hXY refine EventuallyEq.congr_continuousWithinAt ?_ ?_ · rw [eventuallyEq_nhdsWithin_iff] obtain ⟨k, hik, hk⟩ := hXY filter_upwards [eventually_lt_nhds hik] with j hjk _ exact hk j hjk · obtain ⟨k, hik, hk⟩ := hXY exact hk i hik- Project
- Brownian motion
- License
- Apache-2.0
- Commit
- 5077304f5e73
- Source
- BrownianMotion/StochasticIntegral/Locally.lean:174-195
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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.