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Clear filtersProbabilityTheory.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].
Source project: Brownian motion
Person-level attribution pending.
ProbabilityTheory.SimpleProcess.coe_map₂
Plain-language statement
Interpreted as functions, map₂ is just applying B pointwise.
Source project: Brownian motion
Person-level attribution pending.
ProbabilityTheory.SimpleProcess.integral_assoc
Plain-language statement
The most general case of associativity of the elementary stochastic integral.
Source project: Brownian motion
Person-level attribution pending.