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Clear filtersProbabilityTheory.mul_integral_upcrossingsBefore_finIdx_le
Plain-language statement
Expectation bound on the number of upcrossings along a finite set of times F ā Iic t, from the boundedness of elementary stochastic integrals at time t.
Source project: Brownian motion
Person-level attribution pending.
ProbabilityTheory.mul_measureReal_exists_lt_le
Plain-language statement
One-sided maximal inequality along a finite skeleton for an adapted, integrable process g whose adapted {0,1}-weighted increment sums along idx have expectation at most K.
Source project: Brownian motion
Person-level attribution pending.