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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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Project-declaredLean 4.33.0-rc1

Dense monotone of is Right Continuous

Dense.monotone_of_isRightContinuous

Project documentation

If f is monotone on a dense set D and is right continuous, then f is monotone. We prove under the assumption that α has a top element and ⊤ ∈ D, which is a necessary assumption because otherwise it is possible that is an isolated point. This theorem should be also true when α satisfies NoTopOrder α.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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Project-declaredLean 4.33.0-rc1

Equation4

equation4

Project documentation

Apply the optional stopping theorem to get equation 4. Note that T1 Space is needed to make sure that mesh ι n has order topology.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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Project-declaredLean 4.33.0-rc1

Inf Closed mem countable Inf Closure iff

InfClosed.mem_countableInfClosure_iff

Plain-language statement

If the set is inf-closed, elements of countablInfClosure can be written as countable intersections of antitone sequences of sets.

probabilitystochastic processesmeasure theory

Source project: Brownian motion

Person-level attribution pending.

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