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Found 121 declarations mentioning MeasureTheory.IsStoppingTime.
- MeasureTheory.IsStoppingTime 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] (f : MeasureTheory.Filtration ι m) (τ : Ω → WithTop ι) : Prop - MeasureTheory.isStoppingTime_const 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] (f : MeasureTheory.Filtration ι m) (i : ι) : MeasureTheory.IsStoppingTime f fun x => ↑i - MeasureTheory.IsStoppingTime.measurableSpace 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) : MeasurableSpace Ω - MeasureTheory.IsStoppingTime.measurableSpace_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) : hτ.measurableSpace ≤ m - MeasureTheory.isStoppingTime_of_measurableSet_eq 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] [Countable ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : ∀ (i : ι), MeasurableSet {ω | τ ω = ↑i}) : MeasureTheory.IsStoppingTime f τ - MeasureTheory.IsStoppingTime.measurableSet_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | τ ω ≤ ↑i} - MeasureTheory.IsStoppingTime.measurableSet_eq_of_countable 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [PartialOrder ι] {τ : Ω → WithTop ι} {f : MeasureTheory.Filtration ι m} [Countable ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | τ ω = ↑i} - MeasureTheory.IsStoppingTime.measurableSet_lt_of_pred 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [PredOrder ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | τ ω < ↑i} - MeasureTheory.IsStoppingTime.measurableSpace_le_of_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) {n : ι} (hτ_le : ∀ (ω : Ω), τ ω ≤ ↑n) : hτ.measurableSpace ≤ m - MeasureTheory.IsStoppingTime.measurableSet_eq_of_countable_range 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [PartialOrder ι] {τ : Ω → WithTop ι} {f : MeasureTheory.Filtration ι m} (hτ : MeasureTheory.IsStoppingTime f τ) (h_countable : (Set.range τ).Countable) (i : ι) : MeasurableSet {ω | τ ω = ↑i} - MeasureTheory.IsStoppingTime.le_measurableSpace_of_const_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) {i : ι} (hτ_le : ∀ (ω : Ω), ↑i ≤ τ ω) : ↑f i ≤ hτ.measurableSpace - MeasureTheory.IsStoppingTime.measurableSpace_le_of_le_const 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) {i : ι} (hτ_le : ∀ (ω : Ω), τ ω ≤ ↑i) : hτ.measurableSpace ≤ ↑f i - MeasureTheory.IsStoppingTime.measurableSet_lt_of_countable 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [PartialOrder ι] {τ : Ω → WithTop ι} {f : MeasureTheory.Filtration ι m} [Countable ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | τ ω < ↑i} - MeasureTheory.IsStoppingTime.measurableSpace_le' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) : hτ.measurableSpace ≤ ⨆ t, ↑f t - MeasureTheory.isStoppingTime_piecewise_const 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {𝒢 : MeasureTheory.Filtration ι m} {i j : ι} {s : Set Ω} [DecidablePred fun x => x ∈ s] (hij : i ≤ j) (hs : MeasurableSet s) : MeasureTheory.IsStoppingTime 𝒢 (s.piecewise (fun x => ↑i) fun x => ↑j) - MeasureTheory.IsStoppingTime.measurableSet_lt_of_countable_range 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [PartialOrder ι] {τ : Ω → WithTop ι} {f : MeasureTheory.Filtration ι m} (hτ : MeasureTheory.IsStoppingTime f τ) (h_countable : (Set.range τ).Countable) (i : ι) : MeasurableSet {ω | τ ω < ↑i} - MeasureTheory.IsStoppingTime.measurableSpace_mono 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) (hle : τ ≤ π) : hτ.measurableSpace ≤ hπ.measurableSpace - MeasureTheory.IsStoppingTime.measurable' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) : Measurable τ - MeasureTheory.IsStoppingTime.measurableSet_eq_of_countable' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [Countable ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | τ ω = ↑i} - MeasureTheory.IsStoppingTime.measurableSet_eq_top 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) : MeasurableSet {ω | τ ω = ⊤} - MeasureTheory.IsStoppingTime.measurableSet_inter_eq_iff 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (s : Set Ω) (i : ι) : MeasurableSet (s ∩ {ω | τ ω = ↑i}) ↔ MeasurableSet (s ∩ {ω | τ ω = ↑i}) - MeasureTheory.IsStoppingTime.max_const 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasureTheory.IsStoppingTime f fun ω => max (τ ω) ↑i - MeasureTheory.IsStoppingTime.min_const 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasureTheory.IsStoppingTime f fun ω => min (τ ω) ↑i - MeasureTheory.IsStoppingTime.measurableSet_eq_of_countable_range' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (h_countable : (Set.range τ).Countable) (i : ι) : MeasurableSet {ω | τ ω = ↑i} - MeasureTheory.IsStoppingTime.measurable 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) : Measurable τ - MeasureTheory.IsStoppingTime.measurableSet_gt 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | ↑i < τ ω} - MeasureTheory.IsStoppingTime.measurableSet_gt' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | ↑i < τ ω} - MeasureTheory.IsStoppingTime.measurableSet_le' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | τ ω ≤ ↑i} - MeasureTheory.IsStoppingTime.measurableSet_ge_of_countable 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {m : MeasurableSpace Ω} {ι : Type u_4} [LinearOrder ι] {τ : Ω → WithTop ι} {f : MeasureTheory.Filtration ι m} [Countable ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | ↑i ≤ τ ω} - MeasureTheory.IsStoppingTime.measurableSet_eq 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | τ ω = ↑i} - MeasureTheory.IsStoppingTime.measurableSet_ge_of_countable' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [Countable ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | ↑i ≤ τ ω} - MeasureTheory.IsStoppingTime.measurableSet_lt_of_countable' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [Countable ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | τ ω < ↑i} - MeasureTheory.IsStoppingTime.measurableSet_eq' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | τ ω = ↑i} - MeasureTheory.IsStoppingTime.sigmaFinite_stopping_time 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {m : MeasurableSpace Ω} {ι : Type u_4} [SemilatticeSup ι] [OrderBot ι] {μ : MeasureTheory.Measure Ω} {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [MeasureTheory.SigmaFiniteFiltration μ f] (hτ : MeasureTheory.IsStoppingTime f τ) : MeasureTheory.SigmaFinite (μ.trim ⋯) - MeasureTheory.IsStoppingTime.measurableSet_ge_of_countable_range 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {m : MeasurableSpace Ω} {ι : Type u_4} [LinearOrder ι] {τ : Ω → WithTop ι} {f : MeasureTheory.Filtration ι m} (hτ : MeasureTheory.IsStoppingTime f τ) (h_countable : (Set.range τ).Countable) (i : ι) : MeasurableSet {ω | ↑i ≤ τ ω} - MeasureTheory.IsStoppingTime.max 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) : MeasureTheory.IsStoppingTime f fun ω => max (τ ω) (π ω) - MeasureTheory.IsStoppingTime.measurableSet_ge_of_countable_range' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (h_countable : (Set.range τ).Countable) (i : ι) : MeasurableSet {ω | ↑i ≤ τ ω} - MeasureTheory.IsStoppingTime.measurableSet_lt_of_countable_range' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (h_countable : (Set.range τ).Countable) (i : ι) : MeasurableSet {ω | τ ω < ↑i} - MeasureTheory.IsStoppingTime.min 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) : MeasureTheory.IsStoppingTime f fun ω => min (τ ω) (π ω) - MeasureTheory.IsStoppingTime.measurableSet 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (s : Set Ω) : MeasurableSet s ↔ MeasurableSet s ∧ ∀ (i : ι), MeasurableSet (s ∩ {ω | τ ω ≤ ↑i}) - MeasureTheory.IsStoppingTime.piecewise_of_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Preorder ι] {𝒢 : MeasureTheory.Filtration ι m} {τ η : Ω → WithTop ι} {i : ι} {s : Set Ω} [DecidablePred fun x => x ∈ s] (hτ_st : MeasureTheory.IsStoppingTime 𝒢 τ) (hη_st : MeasureTheory.IsStoppingTime 𝒢 η) (hτ : ∀ (ω : Ω), ↑i ≤ τ ω) (hη : ∀ (ω : Ω), ↑i ≤ η ω) (hs : MeasurableSet s) : MeasureTheory.IsStoppingTime 𝒢 (s.piecewise τ η) - MeasureTheory.IsStoppingTime.add_const 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [AddGroup ι] [Preorder ι] [AddRightMono ι] [AddLeftMono ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) {i : ι} (hi : 0 ≤ i) : MeasureTheory.IsStoppingTime f fun ω => τ ω + ↑i - MeasureTheory.IsStoppingTime.measurable_iSup 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) : Measurable τ - MeasureTheory.IsStoppingTime.measurableSet_ge 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | ↑i ≤ τ ω} - MeasureTheory.IsStoppingTime.measurableSet_lt 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | τ ω < ↑i} - MeasureTheory.IsStoppingTime.measurableSet_ge' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | ↑i ≤ τ ω} - MeasureTheory.IsStoppingTime.measurableSet_lt' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasurableSet {ω | τ ω < ↑i} - MeasureTheory.IsStoppingTime.measurableSet_eq_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) {i j : ι} (hle : i ≤ j) : MeasurableSet {ω | τ ω = ↑i} - MeasureTheory.IsStoppingTime.measurableSet_eq_stopping_time 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) : MeasurableSet {ω | τ ω = π ω} - MeasureTheory.integrable_stoppedValue 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} (ι : Type u_3) {m : MeasurableSpace Ω} [Nonempty ι] {μ : MeasureTheory.Measure Ω} {τ : Ω → WithTop ι} {E : Type u_4} {u : ι → Ω → E} [PartialOrder ι] {ℱ : MeasureTheory.Filtration ι m} [NormedAddCommGroup E] [LocallyFiniteOrderBot ι] (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hu : ∀ (n : ι), MeasureTheory.Integrable (u n) μ) {N : ι} (hbdd : ∀ (ω : Ω), τ ω ≤ ↑N) : MeasureTheory.Integrable (MeasureTheory.stoppedValue u τ) μ - MeasureTheory.IsStoppingTime.measurableSet_eq_top' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) : MeasurableSet {ω | τ ω = ⊤} - MeasureTheory.IsStronglyProgressive.stronglyMeasurable_stoppedProcess 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {u : ι → Ω → β} {τ : Ω → WithTop ι} [LinearOrder ι] [MeasurableSpace ι] [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] [BorelSpace ι] [TopologicalSpace β] {f : MeasureTheory.Filtration ι m} [TopologicalSpace.PseudoMetrizableSpace ι] (hu : MeasureTheory.IsStronglyProgressive f u) (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasureTheory.StronglyMeasurable (MeasureTheory.stoppedProcess u τ i) - MeasureTheory.IsStoppingTime.add_const' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Add ι] [LinearOrder ι] [CanonicallyOrderedAdd ι] [Countable ι] [TopologicalSpace ι] [OrderTopology ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) : MeasureTheory.IsStoppingTime f fun ω => τ ω + ↑i - MeasureTheory.IsStoppingTime.measurable_of_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) {i : ι} (hτ_le : ∀ (ω : Ω), τ ω ≤ ↑i) : Measurable τ - MeasureTheory.integrable_stoppedValue_of_mem_finset 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {μ : MeasureTheory.Measure Ω} {τ : Ω → WithTop ι} {E : Type u_4} {u : ι → Ω → E} [PartialOrder ι] {ℱ : MeasureTheory.Filtration ι m} [NormedAddCommGroup E] (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hu : ∀ (n : ι), MeasureTheory.Integrable (u n) μ) {s : Finset ι} (hbdd : ∀ (ω : Ω), τ ω ∈ WithTop.some '' ↑s) : MeasureTheory.Integrable (MeasureTheory.stoppedValue u τ) μ - MeasureTheory.isStronglyProgressive_min_stopping_time 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {τ : Ω → WithTop ι} [LinearOrder ι] [MeasurableSpace ι] [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] [BorelSpace ι] {f : MeasureTheory.Filtration ι m} [TopologicalSpace.PseudoMetrizableSpace ι] (hτ : MeasureTheory.IsStoppingTime f τ) : MeasureTheory.IsStronglyProgressive f fun i ω => (min (↑i) (τ ω)).untopA - MeasureTheory.progMeasurable_min_stopping_time 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {τ : Ω → WithTop ι} [LinearOrder ι] [MeasurableSpace ι] [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] [BorelSpace ι] {f : MeasureTheory.Filtration ι m} [TopologicalSpace.PseudoMetrizableSpace ι] (hτ : MeasureTheory.IsStoppingTime f τ) : MeasureTheory.IsStronglyProgressive f fun i ω => (min (↑i) (τ ω)).untopA - MeasureTheory.IsStoppingTime.sigmaFinite_stopping_time_of_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {m : MeasurableSpace Ω} {ι : Type u_4} [SemilatticeSup ι] [OrderBot ι] {μ : MeasureTheory.Measure Ω} {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [MeasureTheory.SigmaFiniteFiltration μ f] (hτ : MeasureTheory.IsStoppingTime f τ) {n : ι} (hτ_le : ∀ (ω : Ω), τ ω ≤ ↑n) : MeasureTheory.SigmaFinite (μ.trim ⋯) - MeasureTheory.StronglyAdapted.stronglyMeasurable_stoppedProcess_of_discrete 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [TopologicalSpace β] [TopologicalSpace.PseudoMetrizableSpace β] [Nonempty ι] [LinearOrder ι] [TopologicalSpace ι] [SecondCountableTopology ι] [OrderTopology ι] [MeasurableSpace ι] [BorelSpace ι] {f : MeasureTheory.Filtration ι m} {u : ι → Ω → β} {τ : Ω → WithTop ι} [DiscreteTopology ι] (hu : MeasureTheory.StronglyAdapted f u) (hτ : MeasureTheory.IsStoppingTime f τ) (n : ι) : MeasureTheory.StronglyMeasurable (MeasureTheory.stoppedProcess u τ n) - MeasureTheory.IsStronglyProgressive.stoppedProcess 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {u : ι → Ω → β} {τ : Ω → WithTop ι} [LinearOrder ι] [MeasurableSpace ι] [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] [BorelSpace ι] [TopologicalSpace β] {f : MeasureTheory.Filtration ι m} [TopologicalSpace.PseudoMetrizableSpace ι] (h : MeasureTheory.IsStronglyProgressive f u) (hτ : MeasureTheory.IsStoppingTime f τ) : MeasureTheory.IsStronglyProgressive f (MeasureTheory.stoppedProcess u τ) - MeasureTheory.ProgMeasurable.stoppedProcess 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {u : ι → Ω → β} {τ : Ω → WithTop ι} [LinearOrder ι] [MeasurableSpace ι] [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] [BorelSpace ι] [TopologicalSpace β] {f : MeasureTheory.Filtration ι m} [TopologicalSpace.PseudoMetrizableSpace ι] (h : MeasureTheory.IsStronglyProgressive f u) (hτ : MeasureTheory.IsStoppingTime f τ) : MeasureTheory.IsStronglyProgressive f (MeasureTheory.stoppedProcess u τ) - MeasureTheory.IsStoppingTime.measurableSet_lt_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) {i j : ι} (hle : i ≤ j) : MeasurableSet {ω | τ ω < ↑i} - MeasureTheory.IsStronglyProgressive.stronglyAdapted_stoppedProcess 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {u : ι → Ω → β} {τ : Ω → WithTop ι} [LinearOrder ι] [MeasurableSpace ι] [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] [BorelSpace ι] [TopologicalSpace β] {f : MeasureTheory.Filtration ι m} [TopologicalSpace.PseudoMetrizableSpace ι] (h : MeasureTheory.IsStronglyProgressive f u) (hτ : MeasureTheory.IsStoppingTime f τ) : MeasureTheory.StronglyAdapted f (MeasureTheory.stoppedProcess u τ) - MeasureTheory.ProgMeasurable.stronglyAdapted_stoppedProcess 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {u : ι → Ω → β} {τ : Ω → WithTop ι} [LinearOrder ι] [MeasurableSpace ι] [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] [BorelSpace ι] [TopologicalSpace β] {f : MeasureTheory.Filtration ι m} [TopologicalSpace.PseudoMetrizableSpace ι] (h : MeasureTheory.IsStronglyProgressive f u) (hτ : MeasureTheory.IsStoppingTime f τ) : MeasureTheory.StronglyAdapted f (MeasureTheory.stoppedProcess u τ) - MeasureTheory.IsStoppingTime.measurableSet_le_stopping_time 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} [TopologicalSpace ι] [SecondCountableTopology ι] [OrderTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) : MeasurableSet {ω | τ ω ≤ π ω} - MeasureTheory.IsStoppingTime.measurableSet_stopping_time_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} [TopologicalSpace ι] [SecondCountableTopology ι] [OrderTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) : MeasurableSet {ω | τ ω ≤ π ω} - MeasureTheory.StronglyAdapted.stronglyMeasurable_stoppedProcess 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [TopologicalSpace β] [TopologicalSpace.PseudoMetrizableSpace β] [Nonempty ι] [LinearOrder ι] [TopologicalSpace ι] [SecondCountableTopology ι] [OrderTopology ι] [MeasurableSpace ι] [BorelSpace ι] {f : MeasureTheory.Filtration ι m} {u : ι → Ω → β} {τ : Ω → WithTop ι} [TopologicalSpace.MetrizableSpace ι] (hu : MeasureTheory.StronglyAdapted f u) (hu_cont : ∀ (ω : Ω), Continuous fun i => u i ω) (hτ : MeasureTheory.IsStoppingTime f τ) (n : ι) : MeasureTheory.StronglyMeasurable (MeasureTheory.stoppedProcess u τ n) - MeasureTheory.StronglyAdapted.stoppedProcess_of_discrete 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [TopologicalSpace β] [TopologicalSpace.PseudoMetrizableSpace β] [Nonempty ι] [LinearOrder ι] [TopologicalSpace ι] [SecondCountableTopology ι] [OrderTopology ι] [MeasurableSpace ι] [BorelSpace ι] {f : MeasureTheory.Filtration ι m} {u : ι → Ω → β} {τ : Ω → WithTop ι} [DiscreteTopology ι] (hu : MeasureTheory.StronglyAdapted f u) (hτ : MeasureTheory.IsStoppingTime f τ) : MeasureTheory.StronglyAdapted f (MeasureTheory.stoppedProcess u τ) - MeasureTheory.measurable_stoppedValue 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {u : ι → Ω → β} {τ : Ω → WithTop ι} [LinearOrder ι] [MeasurableSpace ι] [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] [BorelSpace ι] [TopologicalSpace β] {f : MeasureTheory.Filtration ι m} [TopologicalSpace.PseudoMetrizableSpace β] [MeasurableSpace β] [BorelSpace β] (hf_prog : MeasureTheory.IsStronglyProgressive f u) (hτ : MeasureTheory.IsStoppingTime f τ) : Measurable (MeasureTheory.stoppedValue u τ) - MeasureTheory.IsStoppingTime.measurableSet_min_const_iff 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (s : Set Ω) {i : ι} : MeasurableSet s ↔ MeasurableSet s ∧ MeasurableSet s - MeasureTheory.IsStoppingTime.measurableSet_lt_of_isLUB 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (i : ι) (h_lub : IsLUB (Set.Iio i) i) : MeasurableSet {ω | τ ω < ↑i} - MeasureTheory.IsStoppingTime.add 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Add ι] [LinearOrder ι] [CanonicallyOrderedAdd ι] [Countable ι] [TopologicalSpace ι] [OrderTopology ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) : MeasureTheory.IsStoppingTime f (τ + π) - MeasureTheory.IsStoppingTime.measurableSet_eq_stopping_time_min 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) : MeasurableSet {ω | τ ω = π ω} - MeasureTheory.integrable_stoppedProcess 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {μ : MeasureTheory.Measure Ω} {τ : Ω → WithTop ι} {E : Type u_4} {u : ι → Ω → E} [LinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] {ℱ : MeasureTheory.Filtration ι m} [NormedAddCommGroup E] [LocallyFiniteOrderBot ι] (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hu : ∀ (n : ι), MeasureTheory.Integrable (u n) μ) (n : ι) : MeasureTheory.Integrable (MeasureTheory.stoppedProcess u τ n) μ - MeasureTheory.StronglyAdapted.stoppedProcess 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [TopologicalSpace β] [TopologicalSpace.PseudoMetrizableSpace β] [Nonempty ι] [LinearOrder ι] [TopologicalSpace ι] [SecondCountableTopology ι] [OrderTopology ι] [MeasurableSpace ι] [BorelSpace ι] {f : MeasureTheory.Filtration ι m} {u : ι → Ω → β} {τ : Ω → WithTop ι} [TopologicalSpace.MetrizableSpace ι] (hu : MeasureTheory.StronglyAdapted f u) (hu_cont : ∀ (ω : Ω), Continuous fun i => u i ω) (hτ : MeasureTheory.IsStoppingTime f τ) : MeasureTheory.StronglyAdapted f (MeasureTheory.stoppedProcess u τ) - MeasureTheory.memLp_stoppedValue 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {μ : MeasureTheory.Measure Ω} {τ : Ω → WithTop ι} {E : Type u_4} {p : ENNReal} {u : ι → Ω → E} [PartialOrder ι] {ℱ : MeasureTheory.Filtration ι m} [NormedAddCommGroup E] [LocallyFiniteOrderBot ι] (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hu : ∀ (n : ι), MeasureTheory.MemLp (u n) p μ) {N : ι} (hbdd : ∀ (ω : Ω), τ ω ≤ ↑N) : MeasureTheory.MemLp (MeasureTheory.stoppedValue u τ) p μ - MeasureTheory.IsStoppingTime.measurableSpace_min_const 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) {i : ι} : ⋯.measurableSpace = hτ.measurableSpace ⊓ ↑f i - MeasureTheory.memLp_stoppedValue_of_mem_finset 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {μ : MeasureTheory.Measure Ω} {τ : Ω → WithTop ι} {E : Type u_4} {p : ENNReal} {u : ι → Ω → E} [PartialOrder ι] {ℱ : MeasureTheory.Filtration ι m} [NormedAddCommGroup E] (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hu : ∀ (n : ι), MeasureTheory.MemLp (u n) p μ) {s : Finset ι} (hbdd : ∀ (ω : Ω), τ ω ∈ WithTop.some '' ↑s) : MeasureTheory.MemLp (MeasureTheory.stoppedValue u τ) p μ - MeasureTheory.stronglyMeasurable_stoppedValue_of_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {u : ι → Ω → β} {τ : Ω → WithTop ι} [LinearOrder ι] [MeasurableSpace ι] [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] [BorelSpace ι] [TopologicalSpace β] {f : MeasureTheory.Filtration ι m} (h : MeasureTheory.IsStronglyProgressive f u) (hτ : MeasureTheory.IsStoppingTime f τ) {n : ι} (hτ_le : ∀ (ω : Ω), τ ω ≤ ↑n) : MeasureTheory.StronglyMeasurable (MeasureTheory.stoppedValue u τ) - MeasureTheory.isStoppingTime_of_measurableSet_lt_of_isRightContinuous 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [ConditionallyCompleteLinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] {f : MeasureTheory.Filtration ι m} [DenselyOrdered ι] [NoMaxOrder ι] {τ : Ω → WithTop ι} [f.IsRightContinuous] (hτ : ∀ (i : ι), MeasurableSet {ω | τ ω < ↑i}) : MeasureTheory.IsStoppingTime f τ - MeasureTheory.IsStoppingTime.measurableSet_stopping_time_le_min 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} [TopologicalSpace ι] [SecondCountableTopology ι] [OrderTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) : MeasurableSet {ω | τ ω ≤ π ω} - MeasureTheory.IsStoppingTime.measurableSet_min_iff 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) (s : Set Ω) : MeasurableSet s ↔ MeasurableSet s ∧ MeasurableSet s - MeasureTheory.IsStoppingTime.measurableSpace_min 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) : ⋯.measurableSpace = hτ.measurableSpace ⊓ hπ.measurableSpace - MeasureTheory.memLp_stoppedProcess 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {μ : MeasureTheory.Measure Ω} {τ : Ω → WithTop ι} {E : Type u_4} {p : ENNReal} {u : ι → Ω → E} [LinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] {ℱ : MeasureTheory.Filtration ι m} [NormedAddCommGroup E] [LocallyFiniteOrderBot ι] (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hu : ∀ (n : ι), MeasureTheory.MemLp (u n) p μ) (n : ι) : MeasureTheory.MemLp (MeasureTheory.stoppedProcess u τ n) p μ - MeasureTheory.measurableSet_preimage_stoppedValue_inter 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {u : ι → Ω → β} {τ : Ω → WithTop ι} [LinearOrder ι] [MeasurableSpace ι] [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] [BorelSpace ι] [TopologicalSpace β] {f : MeasureTheory.Filtration ι m} [TopologicalSpace.PseudoMetrizableSpace β] [MeasurableSpace β] [BorelSpace β] (hf_prog : MeasureTheory.IsStronglyProgressive f u) (hτ : MeasureTheory.IsStoppingTime f τ) {t : Set β} (ht : MeasurableSet t) (i : ι) : MeasurableSet (MeasureTheory.stoppedValue u τ ⁻¹' t ∩ {ω | τ ω ≤ ↑i}) - MeasureTheory.integrable_stoppedProcess_of_mem_finset 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {μ : MeasureTheory.Measure Ω} {τ : Ω → WithTop ι} {E : Type u_4} {u : ι → Ω → E} [LinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] {ℱ : MeasureTheory.Filtration ι m} [NormedAddCommGroup E] (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hu : ∀ (n : ι), MeasureTheory.Integrable (u n) μ) (n : ι) {s : Finset ι} (hbdd : ∀ (ω : Ω), τ ω < ↑n → τ ω ∈ WithTop.some '' ↑s) : MeasureTheory.Integrable (MeasureTheory.stoppedProcess u τ n) μ - MeasureTheory.IsStoppingTime.iInf 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [ConditionallyCompleteLinearOrderBot ι] [TopologicalSpace ι] [OrderTopology ι] [DenselyOrdered ι] [FirstCountableTopology ι] [NoMaxOrder ι] {κ : Type u_4} [Countable κ] {f : MeasureTheory.Filtration ι m} {τ : κ → Ω → WithTop ι} [f.IsRightContinuous] (hτ : ∀ (n : κ), MeasureTheory.IsStoppingTime f (τ n)) : MeasureTheory.IsStoppingTime f fun ω => ⨅ n, τ n ω - MeasureTheory.isStoppingTime_of_measurableSet_lt_of_isRightContinuous' 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [ConditionallyCompleteLinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} [hf : f.IsRightContinuous] (hτ1 : ∀ (i : ι), MeasurableSet {ω | τ ω < ↑i}) (hτ2 : ∀ (i : ι), nhdsWithin i (Set.Ioi i) = ⊥ → MeasurableSet {ω | τ ω = ↑i}) : MeasureTheory.IsStoppingTime f τ - MeasureTheory.IsStoppingTime.measurableSet_inter_le_const_iff 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) (s : Set Ω) (i : ι) : MeasurableSet (s ∩ {ω | τ ω ≤ ↑i}) ↔ MeasurableSet (s ∩ {ω | τ ω ≤ ↑i}) - MeasureTheory.IsStoppingTime.measurableSet_inter_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} [TopologicalSpace ι] [SecondCountableTopology ι] [OrderTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) (s : Set Ω) (hs : MeasurableSet s) : MeasurableSet (s ∩ {ω | τ ω ≤ π ω}) - MeasureTheory.memLp_stoppedProcess_of_mem_finset 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [Nonempty ι] {μ : MeasureTheory.Measure Ω} {τ : Ω → WithTop ι} {E : Type u_4} {p : ENNReal} {u : ι → Ω → E} [LinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] {ℱ : MeasureTheory.Filtration ι m} [NormedAddCommGroup E] (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hu : ∀ (n : ι), MeasureTheory.MemLp (u n) p μ) (n : ι) {s : Finset ι} (hbdd : ∀ (ω : Ω), τ ω < ↑n → τ ω ∈ WithTop.some '' ↑s) : MeasureTheory.MemLp (MeasureTheory.stoppedProcess u τ n) p μ - MeasureTheory.IsStoppingTime.measurableSet_inter_le_iff 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {f : MeasureTheory.Filtration ι m} {τ π : Ω → WithTop ι} [TopologicalSpace ι] [SecondCountableTopology ι] [OrderTopology ι] (hτ : MeasureTheory.IsStoppingTime f τ) (hπ : MeasureTheory.IsStoppingTime f π) (s : Set Ω) : MeasurableSet (s ∩ {ω | τ ω ≤ π ω}) ↔ MeasurableSet (s ∩ {ω | τ ω ≤ π ω}) - MeasureTheory.condExp_stopping_time_ae_eq_restrict_eq_of_countable 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} {E : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {f : Ω → E} [Countable ι] [MeasureTheory.SigmaFiniteFiltration μ ℱ] (hτ : MeasureTheory.IsStoppingTime ℱ τ) [MeasureTheory.SigmaFinite (μ.trim ⋯)] (i : ι) : μ[f | hτ.measurableSpace] =ᵐ[μ.restrict {x | τ x = ↑i}] μ[f | ↑ℱ i] - MeasureTheory.condExp_stopping_time_ae_eq_restrict_eq_of_countable_range 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} {E : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {f : Ω → E} [MeasureTheory.SigmaFiniteFiltration μ ℱ] (hτ : MeasureTheory.IsStoppingTime ℱ τ) (h_countable : (Set.range τ).Countable) [MeasureTheory.SigmaFinite (μ.trim ⋯)] (i : ι) : μ[f | hτ.measurableSpace] =ᵐ[μ.restrict {x | τ x = ↑i}] μ[f | ↑ℱ i] - MeasureTheory.IsStoppingTime.biInf 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [ConditionallyCompleteLinearOrderBot ι] [TopologicalSpace ι] [OrderTopology ι] [DenselyOrdered ι] [FirstCountableTopology ι] [NoMaxOrder ι] {κ : Type u_4} {f : MeasureTheory.Filtration ι m} {τ : κ → Ω → WithTop ι} {s : Set κ} (hs : s.Countable) [f.IsRightContinuous] (hτ : ∀ n ∈ s, MeasureTheory.IsStoppingTime f (τ n)) : MeasureTheory.IsStoppingTime f fun ω => ⨅ n ∈ s, τ n ω - MeasureTheory.condExp_stopping_time_ae_eq_restrict_eq 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} {E : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {f : Ω → E} [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] [MeasureTheory.SigmaFiniteFiltration μ ℱ] (hτ : MeasureTheory.IsStoppingTime ℱ τ) [MeasureTheory.SigmaFinite (μ.trim ⋯)] (i : ι) : μ[f | hτ.measurableSpace] =ᵐ[μ.restrict {x | τ x = ↑i}] μ[f | ↑ℱ i] - MeasureTheory.condExp_min_stopping_time_ae_eq_restrict_le_const 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ι m} {τ : Ω → WithTop ι} {E : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {f : Ω → E} (hτ : MeasureTheory.IsStoppingTime ℱ τ) (i : ι) [MeasureTheory.SigmaFinite (μ.trim ⋯)] : μ[f | ⋯.measurableSpace] =ᵐ[μ.restrict {x | τ x ≤ ↑i}] μ[f | hτ.measurableSpace] - MeasureTheory.condExp_min_stopping_time_ae_eq_restrict_le 📋 Mathlib.Probability.Process.Stopping
{Ω : Type u_1} {ι : Type u_3} {m : MeasurableSpace Ω} [LinearOrder ι] {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ι m} {τ σ : Ω → WithTop ι} {E : Type u_4} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {f : Ω → E} [TopologicalSpace ι] [OrderTopology ι] [SecondCountableTopology ι] (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hσ : MeasureTheory.IsStoppingTime ℱ σ) [MeasureTheory.SigmaFinite (μ.trim ⋯)] : μ[f | ⋯.measurableSpace] =ᵐ[μ.restrict {x | τ x ≤ σ x}] μ[f | hτ.measurableSpace] - MeasureTheory.Adapted.isStoppingTime_hittingAfter 📋 Mathlib.Probability.Process.HittingTime
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [ConditionallyCompleteLinearOrder ι] [WellFoundedLT ι] [Countable ι] {x✝ : MeasurableSpace β} {f : MeasureTheory.Filtration ι m} {u : ι → Ω → β} {s : Set β} {n : ι} (hu : MeasureTheory.Adapted f u) (hs : MeasurableSet s) : MeasureTheory.IsStoppingTime f (MeasureTheory.hittingAfter u s n) - MeasureTheory.Adapted.isStoppingTime_hittingBtwn 📋 Mathlib.Probability.Process.HittingTime
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [ConditionallyCompleteLinearOrder ι] [WellFoundedLT ι] [Countable ι] {x✝ : MeasurableSpace β} {f : MeasureTheory.Filtration ι m} {u : ι → Ω → β} {s : Set β} {n n' : ι} (hu : MeasureTheory.Adapted f u) (hs : MeasurableSet s) : MeasureTheory.IsStoppingTime f fun ω => ↑(MeasureTheory.hittingBtwn u s n n' ω) - MeasureTheory.Adapted.isStoppingTime_hittingBtwn_isStoppingTime 📋 Mathlib.Probability.Process.HittingTime
{Ω : Type u_1} {β : Type u_2} {ι : Type u_3} {m : MeasurableSpace Ω} [ConditionallyCompleteLinearOrder ι] [WellFoundedLT ι] [Countable ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] [MeasurableSpace β] {f : MeasureTheory.Filtration ι m} {u : ι → Ω → β} {τ : Ω → WithTop ι} (hτ : MeasureTheory.IsStoppingTime f τ) {N : ι} (hτbdd : ∀ (x : Ω), τ x ≤ ↑N) {s : Set β} (hs : MeasurableSet s) (hf : MeasureTheory.Adapted f u) : MeasureTheory.IsStoppingTime f fun x => ↑(MeasureTheory.hittingBtwn u s (τ x).untopA N x) - MeasureTheory.Submartingale.integrable_stoppedValue 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {𝒢 : MeasureTheory.Filtration ℕ m0} [LE E] {f : ℕ → Ω → E} (hf : MeasureTheory.Submartingale f 𝒢 μ) {τ : Ω → WithTop ℕ} (hτ : MeasureTheory.IsStoppingTime 𝒢 τ) {N : ℕ} (hbdd : ∀ (ω : Ω), τ ω ≤ ↑N) : MeasureTheory.Integrable (MeasureTheory.stoppedValue f τ) μ - MeasureTheory.StronglyAdapted.isStoppingTime_lowerCrossingTime 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {a b : ℝ} {f : ℕ → Ω → ℝ} {N n : ℕ} {ℱ : MeasureTheory.Filtration ℕ m0} (hf : MeasureTheory.StronglyAdapted ℱ f) : MeasureTheory.IsStoppingTime ℱ fun ω => ↑(MeasureTheory.lowerCrossingTime a b f N n ω) - MeasureTheory.StronglyAdapted.isStoppingTime_upperCrossingTime 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {a b : ℝ} {f : ℕ → Ω → ℝ} {N n : ℕ} {ℱ : MeasureTheory.Filtration ℕ m0} (hf : MeasureTheory.StronglyAdapted ℱ f) : MeasureTheory.IsStoppingTime ℱ fun ω => ↑(MeasureTheory.upperCrossingTime a b f N n ω) - MeasureTheory.StronglyAdapted.isStoppingTime_crossing 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {a b : ℝ} {f : ℕ → Ω → ℝ} {N n : ℕ} {ℱ : MeasureTheory.Filtration ℕ m0} (hf : MeasureTheory.StronglyAdapted ℱ f) : (MeasureTheory.IsStoppingTime ℱ fun ω => ↑(MeasureTheory.upperCrossingTime a b f N n ω)) ∧ MeasureTheory.IsStoppingTime ℱ fun ω => ↑(MeasureTheory.lowerCrossingTime a b f N n ω) - MeasureTheory.Submartingale.stoppedProcess 📋 Mathlib.Probability.Martingale.OptionalStopping
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {τ : Ω → WithTop ℕ} [MeasureTheory.SigmaFiniteFiltration μ 𝒢] (h : MeasureTheory.Submartingale f 𝒢 μ) (hτ : MeasureTheory.IsStoppingTime 𝒢 τ) : MeasureTheory.Submartingale (MeasureTheory.stoppedProcess f τ) 𝒢 μ - MeasureTheory.submartingale_of_expected_stoppedValue_mono 📋 Mathlib.Probability.Martingale.OptionalStopping
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} [MeasureTheory.SigmaFiniteFiltration μ 𝒢] (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (τ π : Ω → WithTop ℕ), MeasureTheory.IsStoppingTime 𝒢 τ → MeasureTheory.IsStoppingTime 𝒢 π → τ ≤ π → (∃ N, ∀ (ω : Ω), π ω ≤ ↑N) → ∫ (x : Ω), MeasureTheory.stoppedValue f τ x ∂μ ≤ ∫ (x : Ω), MeasureTheory.stoppedValue f π x ∂μ) : MeasureTheory.Submartingale f 𝒢 μ - MeasureTheory.submartingale_iff_expected_stoppedValue_mono 📋 Mathlib.Probability.Martingale.OptionalStopping
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} [MeasureTheory.SigmaFiniteFiltration μ 𝒢] (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) : MeasureTheory.Submartingale f 𝒢 μ ↔ ∀ (τ π : Ω → WithTop ℕ), MeasureTheory.IsStoppingTime 𝒢 τ → MeasureTheory.IsStoppingTime 𝒢 π → τ ≤ π → (∃ N, ∀ (x : Ω), π x ≤ ↑N) → ∫ (x : Ω), MeasureTheory.stoppedValue f τ x ∂μ ≤ ∫ (x : Ω), MeasureTheory.stoppedValue f π x ∂μ - MeasureTheory.Submartingale.expected_stoppedValue_mono 📋 Mathlib.Probability.Martingale.OptionalStopping
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} {τ π : Ω → WithTop ℕ} {E : Type u_2} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [IsOrderedModule ℝ E] [ClosedIciTopology E] [MeasureTheory.SigmaFiniteFiltration μ 𝒢] {f : ℕ → Ω → E} (hf : MeasureTheory.Submartingale f 𝒢 μ) (hτ : MeasureTheory.IsStoppingTime 𝒢 τ) (hπ : MeasureTheory.IsStoppingTime 𝒢 π) (hle : τ ≤ π) {N : ℕ} (hbdd : ∀ (ω : Ω), π ω ≤ ↑N) : ∫ (x : Ω), MeasureTheory.stoppedValue f τ x ∂μ ≤ ∫ (x : Ω), MeasureTheory.stoppedValue f π x ∂μ - MeasureTheory.StronglyAdapted.isStoppingTime_leastGE 📋 Mathlib.Probability.Martingale.BorelCantelli
{ι : Type u_1} {Ω : Type u_2} {β : Type u_3} {m0 : MeasurableSpace Ω} [ConditionallyCompleteLinearOrderBot ι] {ℱ : MeasureTheory.Filtration ι m0} [WellFoundedLT ι] [Countable ι] [TopologicalSpace β] [Preorder β] [ClosedIciTopology β] [TopologicalSpace.PseudoMetrizableSpace β] [MeasurableSpace β] [BorelSpace β] {f : ι → Ω → β} (r : β) (hf : MeasureTheory.StronglyAdapted ℱ f) : MeasureTheory.IsStoppingTime ℱ (MeasureTheory.leastGE f r) - MeasureTheory.Martingale.condExp_stopping_time_ae_eq_restrict_eq_const 📋 Mathlib.Probability.Martingale.OptionalSampling
{Ω : Type u_1} {E : Type u_2} {m : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {ι : Type u_3} [LinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] {ℱ : MeasureTheory.Filtration ι m} [MeasureTheory.SigmaFiniteFiltration μ ℱ] {τ : Ω → WithTop ι} {f : ι → Ω → E} {i n : ι} (h : MeasureTheory.Martingale f ℱ μ) (hτ : MeasureTheory.IsStoppingTime ℱ τ) [MeasureTheory.SigmaFinite (μ.trim ⋯)] (hin : i ≤ n) : μ[f n | hτ.measurableSpace] =ᵐ[μ.restrict {x | τ x = ↑i}] f i - MeasureTheory.Martingale.stoppedValue_ae_eq_condExp_of_le_const 📋 Mathlib.Probability.Martingale.OptionalSampling
{Ω : Type u_1} {E : Type u_2} {m : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {ι : Type u_3} [LinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] {ℱ : MeasureTheory.Filtration ι m} [MeasureTheory.SigmaFiniteFiltration μ ℱ] {τ : Ω → WithTop ι} {f : ι → Ω → E} {n : ι} [Nonempty ι] [Countable ι] (h : MeasureTheory.Martingale f ℱ μ) (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hτ_le : ∀ (x : Ω), τ x ≤ ↑n) [MeasureTheory.SigmaFinite (μ.trim ⋯)] : MeasureTheory.stoppedValue f τ =ᵐ[μ] μ[f n | hτ.measurableSpace] - MeasureTheory.Martingale.condExp_stopping_time_ae_eq_restrict_eq_const_of_le_const 📋 Mathlib.Probability.Martingale.OptionalSampling
{Ω : Type u_1} {E : Type u_2} {m : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {ι : Type u_3} [LinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] {ℱ : MeasureTheory.Filtration ι m} [MeasureTheory.SigmaFiniteFiltration μ ℱ] {τ : Ω → WithTop ι} {f : ι → Ω → E} {n : ι} (h : MeasureTheory.Martingale f ℱ μ) (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hτ_le : ∀ (x : Ω), τ x ≤ ↑n) [MeasureTheory.SigmaFinite (μ.trim ⋯)] (i : ι) : μ[f n | hτ.measurableSpace] =ᵐ[μ.restrict {x | τ x = ↑i}] f i - MeasureTheory.Martingale.stoppedValue_ae_eq_condExp_of_le_const_of_countable_range 📋 Mathlib.Probability.Martingale.OptionalSampling
{Ω : Type u_1} {E : Type u_2} {m : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {ι : Type u_3} [LinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] {ℱ : MeasureTheory.Filtration ι m} [MeasureTheory.SigmaFiniteFiltration μ ℱ] {τ : Ω → WithTop ι} {f : ι → Ω → E} {n : ι} [Nonempty ι] (h : MeasureTheory.Martingale f ℱ μ) (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hτ_le : ∀ (x : Ω), τ x ≤ ↑n) (h_countable_range : (Set.range τ).Countable) [MeasureTheory.SigmaFinite (μ.trim ⋯)] : MeasureTheory.stoppedValue f τ =ᵐ[μ] μ[f n | hτ.measurableSpace] - MeasureTheory.Martingale.stoppedValue_ae_eq_restrict_eq 📋 Mathlib.Probability.Martingale.OptionalSampling
{Ω : Type u_1} {E : Type u_2} {m : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {ι : Type u_3} [LinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] {ℱ : MeasureTheory.Filtration ι m} [MeasureTheory.SigmaFiniteFiltration μ ℱ] {τ : Ω → WithTop ι} {f : ι → Ω → E} {n : ι} [Nonempty ι] (h : MeasureTheory.Martingale f ℱ μ) (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hτ_le : ∀ (x : Ω), τ x ≤ ↑n) [MeasureTheory.SigmaFinite (μ.trim ⋯)] (i : ι) : MeasureTheory.stoppedValue f τ =ᵐ[μ.restrict {x | τ x = ↑i}] μ[f n | hτ.measurableSpace] - MeasureTheory.Martingale.stoppedValue_ae_eq_condExp_of_le 📋 Mathlib.Probability.Martingale.OptionalSampling
{Ω : Type u_1} {E : Type u_2} {m : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {ι : Type u_3} [LinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] {ℱ : MeasureTheory.Filtration ι m} [MeasureTheory.SigmaFiniteFiltration μ ℱ] {τ σ : Ω → WithTop ι} {f : ι → Ω → E} {n : ι} [Nonempty ι] [Countable ι] (h : MeasureTheory.Martingale f ℱ μ) (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hσ : MeasureTheory.IsStoppingTime ℱ σ) (hσ_le_τ : σ ≤ τ) (hτ_le : ∀ (x : Ω), τ x ≤ ↑n) [MeasureTheory.SigmaFinite (μ.trim ⋯)] : MeasureTheory.stoppedValue f σ =ᵐ[μ] μ[MeasureTheory.stoppedValue f τ | hσ.measurableSpace] - MeasureTheory.Martingale.stoppedValue_ae_eq_condExp_of_le_of_countable_range 📋 Mathlib.Probability.Martingale.OptionalSampling
{Ω : Type u_1} {E : Type u_2} {m : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {ι : Type u_3} [LinearOrder ι] [TopologicalSpace ι] [OrderTopology ι] [FirstCountableTopology ι] {ℱ : MeasureTheory.Filtration ι m} [MeasureTheory.SigmaFiniteFiltration μ ℱ] {τ σ : Ω → WithTop ι} {f : ι → Ω → E} {n : ι} [Nonempty ι] (h : MeasureTheory.Martingale f ℱ μ) (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hσ : MeasureTheory.IsStoppingTime ℱ σ) (hσ_le_τ : σ ≤ τ) (hτ_le : ∀ (x : Ω), τ x ≤ ↑n) (hτ_countable_range : (Set.range τ).Countable) (hσ_countable_range : (Set.range σ).Countable) [MeasureTheory.SigmaFinite (μ.trim ⋯)] : MeasureTheory.stoppedValue f σ =ᵐ[μ] μ[MeasureTheory.stoppedValue f τ | hσ.measurableSpace] - MeasureTheory.Martingale.condExp_stoppedValue_stopping_time_ae_eq_restrict_le 📋 Mathlib.Probability.Martingale.OptionalSampling
{Ω : Type u_1} {E : Type u_2} {m : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {ι : Type u_3} [LinearOrder ι] [LocallyFiniteOrder ι] [OrderBot ι] [TopologicalSpace ι] [DiscreteTopology ι] [MeasurableSpace ι] [BorelSpace ι] [MeasurableSpace E] [BorelSpace E] [SecondCountableTopology E] {ℱ : MeasureTheory.Filtration ι m} {τ σ : Ω → WithTop ι} {f : ι → Ω → E} {i : ι} (h : MeasureTheory.Martingale f ℱ μ) (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hσ : MeasureTheory.IsStoppingTime ℱ σ) [MeasureTheory.SigmaFinite (μ.trim ⋯)] (hτ_le : ∀ (x : Ω), τ x ≤ ↑i) : μ[MeasureTheory.stoppedValue f τ | hσ.measurableSpace] =ᵐ[μ.restrict {x | τ x ≤ σ x}] MeasureTheory.stoppedValue f τ - MeasureTheory.Martingale.stoppedValue_min_ae_eq_condExp 📋 Mathlib.Probability.Martingale.OptionalSampling
{Ω : Type u_1} {E : Type u_2} {m : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {ι : Type u_3} [LinearOrder ι] [LocallyFiniteOrder ι] [OrderBot ι] [TopologicalSpace ι] [DiscreteTopology ι] [MeasurableSpace ι] [BorelSpace ι] [MeasurableSpace E] [BorelSpace E] [SecondCountableTopology E] {ℱ : MeasureTheory.Filtration ι m} {τ σ : Ω → WithTop ι} {f : ι → Ω → E} [MeasureTheory.SigmaFiniteFiltration μ ℱ] (h : MeasureTheory.Martingale f ℱ μ) (hτ : MeasureTheory.IsStoppingTime ℱ τ) (hσ : MeasureTheory.IsStoppingTime ℱ σ) {n : ι} (hτ_le : ∀ (x : Ω), τ x ≤ ↑n) [h_sf_min : MeasureTheory.SigmaFinite (μ.trim ⋯)] : (MeasureTheory.stoppedValue f fun x => min (σ x) (τ x)) =ᵐ[μ] μ[MeasureTheory.stoppedValue f τ | hσ.measurableSpace] - ProbabilityTheory.IsPreLocalizingSequence.isStoppingTime 📋 Mathlib.Probability.Process.LocalProperty
{ι : Type u_1} {Ω : Type u_2} {mΩ : MeasurableSpace Ω} [Preorder ι] [TopologicalSpace ι] [OrderTopology ι] {𝓕 : MeasureTheory.Filtration ι mΩ} {τ : ℕ → Ω → WithTop ι} {P : autoParam (MeasureTheory.Measure Ω) ProbabilityTheory.IsPreLocalizingSequence._auto_1} (self : ProbabilityTheory.IsPreLocalizingSequence 𝓕 τ P) (n : ℕ) : MeasureTheory.IsStoppingTime 𝓕 (τ n) - ProbabilityTheory.IsPreLocalizingSequence.mk 📋 Mathlib.Probability.Process.LocalProperty
{ι : Type u_1} {Ω : Type u_2} {mΩ : MeasurableSpace Ω} [Preorder ι] [TopologicalSpace ι] [OrderTopology ι] {𝓕 : MeasureTheory.Filtration ι mΩ} {τ : ℕ → Ω → WithTop ι} {P : autoParam (MeasureTheory.Measure Ω) ProbabilityTheory.IsPreLocalizingSequence._auto_1} (isStoppingTime : ∀ (n : ℕ), MeasureTheory.IsStoppingTime 𝓕 (τ n)) (tendsto_top : ∀ᵐ (ω : Ω) ∂P, Filter.Tendsto (fun x => τ x ω) Filter.atTop (nhds ⊤)) : ProbabilityTheory.IsPreLocalizingSequence 𝓕 τ P
About
Loogle searches Lean and Mathlib definitions and theorems.
You can use Loogle from within the Lean4 VSCode language extension
using the Loogle command from the command palette. You can also try the
#loogle command from LeanSearchClient,
the CLI version, the Loogle
VS Code extension, the lean.nvim
integration or the Zulip bot.
Usage
Loogle finds definitions and lemmas in various ways:
By constant:
🔍Real.sin
finds all lemmas whose statement somehow mentions the sine function.By lemma name substring:
🔍"differ"
finds all lemmas that have"differ"somewhere in their lemma name.By subexpression:
🔍_ * (_ ^ _)
finds all lemmas whose statements somewhere include a product where the second argument is raised to some power.The pattern can also be non-linear, as in
🔍Real.sqrt ?a * Real.sqrt ?aIf the pattern has parameters, they are matched in any order. Both of these will find
List.map:
🔍(?a -> ?b) -> List ?a -> List ?b
🔍List ?a -> (?a -> ?b) -> List ?bBy main conclusion:
🔍|- tsum _ = _ * tsum _
finds all lemmas where the conclusion (the subexpression to the right of all→and∀) has the given shape.As before, if the pattern has parameters, they are matched against the hypotheses of the lemma in any order; for example,
🔍|- _ < _ → tsum _ < tsum _
will findtsum_lt_tsumeven though the hypothesisf i < g iis not the last.You can filter for definitions vs theorems: Using
⊢ (_ : Type _)finds all definitions which provide data while⊢ (_ : Prop)finds all theorems (and definitions of proofs).
If you pass more than one such search filter, separated by commas
Loogle will return lemmas which match all of them. The
search
🔍 Real.sin, "two", tsum, _ * _, _ ^ _, |- _ < _ → _
would find all lemmas which mention the constants Real.sin
and tsum, have "two" as a substring of the
lemma name, include a product and a power somewhere in the type,
and have a hypothesis of the form _ < _ (if
there were any such lemmas). Metavariables (?a) are
assigned independently in each filter.
The #lucky button will directly send you to the
documentation of the first hit.
Source code
You can find the source code for this service at https://github.com/nomeata/loogle. The https://loogle.lean-lang.org/ service is provided by the Lean FRO. Please review the Lean FRO Terms of Use and Privacy Policy.
This is Loogle revision 9f11169 serving mathlib revision ce5dd8c