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Result
Found 79 declarations mentioning MeasureTheory.StronglyAdapted.
- MeasureTheory.StronglyAdapted 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] (f : MeasureTheory.Filtration ι m) (u : (i : ι) → Ω → β i) : Prop - MeasureTheory.stronglyAdapted_const 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {β : Type u_4} [TopologicalSpace β] (f : MeasureTheory.Filtration ι m) (x : β) : MeasureTheory.StronglyAdapted f fun x_1 x_2 => x - MeasureTheory.stronglyAdapted_const' 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] (f : MeasureTheory.Filtration ι m) (x : (i : ι) → β i) : MeasureTheory.StronglyAdapted f fun i x_1 => x i - MeasureTheory.IsStronglyProgressive.stronglyAdapted 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : Type u_3} [TopologicalSpace β] {u : ι → Ω → β} [MeasurableSpace ι] (h : MeasureTheory.IsStronglyProgressive f u) : MeasureTheory.StronglyAdapted f u - MeasureTheory.ProgMeasurable.stronglyAdapted 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : Type u_3} [TopologicalSpace β] {u : ι → Ω → β} [MeasurableSpace ι] (h : MeasureTheory.IsStronglyProgressive f u) : MeasureTheory.StronglyAdapted f u - MeasureTheory.StronglyAdapted.stronglyMeasurable 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u : (i : ι) → Ω → β i} {i : ι} (hf : MeasureTheory.StronglyAdapted f u) : MeasureTheory.StronglyMeasurable (u i) - MeasureTheory.stronglyAdapted_zero 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] (β : Type u_4) [TopologicalSpace β] [Zero β] (f : MeasureTheory.Filtration ι m) : MeasureTheory.StronglyAdapted f 0 - MeasureTheory.StronglyAdapted.stronglyMeasurable_le 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u : (i : ι) → Ω → β i} {i j : ι} (hf : MeasureTheory.StronglyAdapted f u) (hij : i ≤ j) : MeasureTheory.StronglyMeasurable (u i) - MeasureTheory.stronglyAdapted_zero' 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] (β : ι → Type u_3) [(i : ι) → TopologicalSpace (β i)] [(i : ι) → Zero (β i)] (f : MeasureTheory.Filtration ι m) : MeasureTheory.StronglyAdapted f 0 - MeasureTheory.StronglyAdapted.isStronglyProgressive_of_discrete 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : Type u_3} [TopologicalSpace β] {u : ι → Ω → β} [TopologicalSpace ι] [DiscreteTopology ι] [SecondCountableTopology ι] [MeasurableSpace ι] [OpensMeasurableSpace ι] [TopologicalSpace.PseudoMetrizableSpace β] (h : MeasureTheory.StronglyAdapted f u) : MeasureTheory.IsStronglyProgressive f u - MeasureTheory.StronglyAdapted.progMeasurable_of_discrete 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : Type u_3} [TopologicalSpace β] {u : ι → Ω → β} [TopologicalSpace ι] [DiscreteTopology ι] [SecondCountableTopology ι] [MeasurableSpace ι] [OpensMeasurableSpace ι] [TopologicalSpace.PseudoMetrizableSpace β] (h : MeasureTheory.StronglyAdapted f u) : MeasureTheory.IsStronglyProgressive f u - MeasureTheory.StronglyAdapted.adapted 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u : (i : ι) → Ω → β i} [mΒ : (i : ι) → MeasurableSpace (β i)] [∀ (i : ι), BorelSpace (β i)] [∀ (i : ι), TopologicalSpace.PseudoMetrizableSpace (β i)] (hf : MeasureTheory.StronglyAdapted f u) : MeasureTheory.Adapted f u - MeasureTheory.Adapted.stronglyAdapted 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u : (i : ι) → Ω → β i} [mΒ : (i : ι) → MeasurableSpace (β i)] [∀ (i : ι), OpensMeasurableSpace (β i)] [∀ (i : ι), TopologicalSpace.PseudoMetrizableSpace (β i)] [∀ (i : ι), SecondCountableTopology (β i)] (hf : MeasureTheory.Adapted f u) : MeasureTheory.StronglyAdapted f u - MeasureTheory.stronglyAdapted_iff_adapted 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u : (i : ι) → Ω → β i} [mΒ : (i : ι) → MeasurableSpace (β i)] [∀ (i : ι), BorelSpace (β i)] [∀ (i : ι), TopologicalSpace.PseudoMetrizableSpace (β i)] [∀ (i : ι), SecondCountableTopology (β i)] : MeasureTheory.StronglyAdapted f u ↔ MeasureTheory.Adapted f u - MeasureTheory.Filtration.stronglyAdapted_natural 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u : (i : ι) → Ω → β i} [∀ (i : ι), TopologicalSpace.MetrizableSpace (β i)] [mβ : (i : ι) → MeasurableSpace (β i)] [∀ (i : ι), BorelSpace (β i)] (hum : ∀ (i : ι), MeasureTheory.StronglyMeasurable (u i)) : MeasureTheory.StronglyAdapted (MeasureTheory.Filtration.natural u hum) u - MeasureTheory.StronglyAdapted.isStronglyProgressive_of_continuous 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : Type u_3} [TopologicalSpace β] {u : ι → Ω → β} [TopologicalSpace ι] [TopologicalSpace.MetrizableSpace ι] [SecondCountableTopology ι] [MeasurableSpace ι] [OpensMeasurableSpace ι] [TopologicalSpace.PseudoMetrizableSpace β] (h : MeasureTheory.StronglyAdapted f u) (hu_cont : ∀ (ω : Ω), Continuous fun i => u i ω) : MeasureTheory.IsStronglyProgressive f u - MeasureTheory.StronglyAdapted.progMeasurable_of_continuous 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : Type u_3} [TopologicalSpace β] {u : ι → Ω → β} [TopologicalSpace ι] [TopologicalSpace.MetrizableSpace ι] [SecondCountableTopology ι] [MeasurableSpace ι] [OpensMeasurableSpace ι] [TopologicalSpace.PseudoMetrizableSpace β] (h : MeasureTheory.StronglyAdapted f u) (hu_cont : ∀ (ω : Ω), Continuous fun i => u i ω) : MeasureTheory.IsStronglyProgressive f u - MeasureTheory.StronglyAdapted.norm 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_4} {u : (i : ι) → Ω → β i} [(i : ι) → SeminormedAddCommGroup (β i)] (hu : MeasureTheory.StronglyAdapted f u) : MeasureTheory.StronglyAdapted f fun t ω => ‖u t ω‖ - MeasureTheory.StronglyAdapted.smul 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u : (i : ι) → Ω → β i} [(i : ι) → SMul ℝ (β i)] [∀ (i : ι), ContinuousConstSMul ℝ (β i)] (c : ℝ) (hu : MeasureTheory.StronglyAdapted f u) : MeasureTheory.StronglyAdapted f (c • u) - MeasureTheory.StronglyAdapted.inv 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u : (i : ι) → Ω → β i} [(i : ι) → Group (β i)] [∀ (i : ι), ContinuousInv (β i)] (hu : MeasureTheory.StronglyAdapted f u) : MeasureTheory.StronglyAdapted f u⁻¹ - MeasureTheory.StronglyAdapted.neg 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u : (i : ι) → Ω → β i} [(i : ι) → AddGroup (β i)] [∀ (i : ι), ContinuousNeg (β i)] (hu : MeasureTheory.StronglyAdapted f u) : MeasureTheory.StronglyAdapted f (-u) - MeasureTheory.StronglyAdapted.add 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u v : (i : ι) → Ω → β i} [(i : ι) → Add (β i)] [∀ (i : ι), ContinuousAdd (β i)] (hu : MeasureTheory.StronglyAdapted f u) (hv : MeasureTheory.StronglyAdapted f v) : MeasureTheory.StronglyAdapted f (u + v) - MeasureTheory.StronglyAdapted.div' 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u v : (i : ι) → Ω → β i} [(i : ι) → Div (β i)] [∀ (i : ι), ContinuousDiv (β i)] (hu : MeasureTheory.StronglyAdapted f u) (hv : MeasureTheory.StronglyAdapted f v) : MeasureTheory.StronglyAdapted f (u / v) - MeasureTheory.StronglyAdapted.mul 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u v : (i : ι) → Ω → β i} [(i : ι) → Mul (β i)] [∀ (i : ι), ContinuousMul (β i)] (hu : MeasureTheory.StronglyAdapted f u) (hv : MeasureTheory.StronglyAdapted f v) : MeasureTheory.StronglyAdapted f (u * v) - MeasureTheory.StronglyAdapted.sub 📋 Mathlib.Probability.Process.Adapted
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [Preorder ι] {f : MeasureTheory.Filtration ι m} {β : ι → Type u_3} [(i : ι) → TopologicalSpace (β i)] {u v : (i : ι) → Ω → β i} [(i : ι) → Sub (β i)] [∀ (i : ι), ContinuousSub (β i)] (hu : MeasureTheory.StronglyAdapted f u) (hv : MeasureTheory.StronglyAdapted f v) : MeasureTheory.StronglyAdapted f (u - v) - 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.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.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.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.IsPredictable.adapted 📋 Mathlib.Probability.Process.Predictable
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} {E : Type u_3} [TopologicalSpace E] [LinearOrder ι] [OrderBot ι] [MeasurableSpace ι] [TopologicalSpace ι] [OpensMeasurableSpace ι] [OrderClosedTopology ι] {𝓕 : MeasureTheory.Filtration ι m} {u : ι → Ω → E} (h𝓕 : MeasureTheory.IsStronglyPredictable 𝓕 u) : MeasureTheory.StronglyAdapted 𝓕 u - MeasureTheory.IsStronglyPredictable.stronglyAdapted 📋 Mathlib.Probability.Process.Predictable
{Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} {E : Type u_3} [TopologicalSpace E] [LinearOrder ι] [OrderBot ι] [MeasurableSpace ι] [TopologicalSpace ι] [OpensMeasurableSpace ι] [OrderClosedTopology ι] {𝓕 : MeasureTheory.Filtration ι m} {u : ι → Ω → E} (h𝓕 : MeasureTheory.IsStronglyPredictable 𝓕 u) : MeasureTheory.StronglyAdapted 𝓕 u - MeasureTheory.Martingale.stronglyAdapted 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} (hf : MeasureTheory.Martingale f ℱ μ) : MeasureTheory.StronglyAdapted ℱ f - MeasureTheory.Submartingale.stronglyAdapted 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [LE E] (hf : MeasureTheory.Submartingale f ℱ μ) : MeasureTheory.StronglyAdapted ℱ f - MeasureTheory.Supermartingale.stronglyAdapted 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [LE E] (hf : MeasureTheory.Supermartingale f ℱ μ) : MeasureTheory.StronglyAdapted ℱ f - MeasureTheory.Martingale.congr 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f g : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] (hf : MeasureTheory.Martingale f ℱ μ) (hg : MeasureTheory.StronglyAdapted ℱ g) (h_eq : ∀ (t : ι), f t =ᵐ[μ] g t) : MeasureTheory.Martingale g ℱ μ - MeasureTheory.Submartingale.congr 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f g : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [LE E] (hf : MeasureTheory.Submartingale f ℱ μ) (hg : MeasureTheory.StronglyAdapted ℱ g) (h_eq : ∀ (t : ι), f t =ᵐ[μ] g t) : MeasureTheory.Submartingale g ℱ μ - MeasureTheory.Supermartingale.congr 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f g : ι → Ω → E} {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [LE E] (hf : MeasureTheory.Supermartingale f ℱ μ) (hg : MeasureTheory.StronglyAdapted ℱ g) (h_eq : ∀ (t : ι), f t =ᵐ[μ] g t) : MeasureTheory.Supermartingale g ℱ μ - MeasureTheory.Submartingale.zero_le_of_predictable 📋 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} [Preorder E] [MeasureTheory.SigmaFiniteFiltration μ 𝒢] {f : ℕ → Ω → E} (hfmgle : MeasureTheory.Submartingale f 𝒢 μ) (hfadp : MeasureTheory.StronglyAdapted 𝒢 fun n => f (n + 1)) (n : ℕ) : f 0 ≤ᵐ[μ] f n - MeasureTheory.Supermartingale.le_zero_of_predictable 📋 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} [Preorder E] [MeasureTheory.SigmaFiniteFiltration μ 𝒢] {f : ℕ → Ω → E} (hfmgle : MeasureTheory.Supermartingale f 𝒢 μ) (hfadp : MeasureTheory.StronglyAdapted 𝒢 fun n => f (n + 1)) (n : ℕ) : f n ≤ᵐ[μ] f 0 - MeasureTheory.Martingale.eq_zero_of_predictable 📋 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} [CompleteSpace E] [MeasureTheory.SigmaFiniteFiltration μ 𝒢] {f : ℕ → Ω → E} (hfmgle : MeasureTheory.Martingale f 𝒢 μ) (hfadp : MeasureTheory.StronglyAdapted 𝒢 fun n => f (n + 1)) (n : ℕ) : f n =ᵐ[μ] f 0 - MeasureTheory.martingale_nat 📋 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} [CompleteSpace E] [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → E} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ), f i =ᵐ[μ] μ[f (i + 1) | ↑𝒢 i]) : MeasureTheory.Martingale f 𝒢 μ - MeasureTheory.martingale_of_setIntegral_eq_succ 📋 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} [CompleteSpace E] [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → E} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ) (s : Set Ω), MeasurableSet s → ∫ (ω : Ω) in s, f i ω ∂μ = ∫ (ω : Ω) in s, f (i + 1) ω ∂μ) : MeasureTheory.Martingale f 𝒢 μ - MeasureTheory.submartingale_of_setIntegral_le_succ 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → ℝ} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ) (s : Set Ω), MeasurableSet s → ∫ (ω : Ω) in s, f i ω ∂μ ≤ ∫ (ω : Ω) in s, f (i + 1) ω ∂μ) : MeasureTheory.Submartingale f 𝒢 μ - MeasureTheory.supermartingale_of_setIntegral_succ_le 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → ℝ} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ) (s : Set Ω), MeasurableSet s → ∫ (ω : Ω) in s, f (i + 1) ω ∂μ ≤ ∫ (ω : Ω) in s, f i ω ∂μ) : MeasureTheory.Supermartingale f 𝒢 μ - MeasureTheory.submartingale_of_setIntegral_le 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ι m0} [MeasureTheory.SigmaFiniteFiltration μ ℱ] {f : ι → Ω → ℝ} (hadp : MeasureTheory.StronglyAdapted ℱ f) (hint : ∀ (i : ι), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i j : ι), i ≤ j → ∀ (s : Set Ω), MeasurableSet s → ∫ (ω : Ω) in s, f i ω ∂μ ≤ ∫ (ω : Ω) in s, f j ω ∂μ) : MeasureTheory.Submartingale f ℱ μ - MeasureTheory.Submartingale.sum_mul_sub 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] {R : ℝ} {ξ f : ℕ → Ω → ℝ} (hf : MeasureTheory.Submartingale f 𝒢 μ) (hξ : MeasureTheory.StronglyAdapted 𝒢 ξ) (hbdd : ∀ (n : ℕ) (ω : Ω), ξ n ω ≤ R) (hnonneg : ∀ (n : ℕ) (ω : Ω), 0 ≤ ξ n ω) : MeasureTheory.Submartingale (fun n => ∑ k ∈ Finset.range n, ξ k * (f (k + 1) - f k)) 𝒢 μ - MeasureTheory.martingale_of_condExp_sub_eq_zero_nat 📋 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} [CompleteSpace E] [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → E} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ), μ[f (i + 1) - f i | ↑𝒢 i] =ᵐ[μ] 0) : MeasureTheory.Martingale f 𝒢 μ - MeasureTheory.Submartingale.sum_mul_sub' 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {𝒢 : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] {R : ℝ} {ξ f : ℕ → Ω → ℝ} (hf : MeasureTheory.Submartingale f 𝒢 μ) (hξ : MeasureTheory.StronglyAdapted 𝒢 fun n => ξ (n + 1)) (hbdd : ∀ (n : ℕ) (ω : Ω), ξ n ω ≤ R) (hnonneg : ∀ (n : ℕ) (ω : Ω), 0 ≤ ξ n ω) : MeasureTheory.Submartingale (fun n => ∑ k ∈ Finset.range n, ξ (k + 1) * (f (k + 1) - f k)) 𝒢 μ - MeasureTheory.submartingale_of_condExp_sub_nonneg 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [MeasureTheory.SigmaFiniteFiltration μ ℱ] {f : ι → Ω → E} (hadp : MeasureTheory.StronglyAdapted ℱ f) (hint : ∀ (i : ι), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i j : ι), i ≤ j → 0 ≤ᵐ[μ] μ[f j - f i | ↑ℱ i]) : MeasureTheory.Submartingale f ℱ μ - MeasureTheory.submartingale_iff_condExp_sub_nonneg 📋 Mathlib.Probability.Martingale.Basic
{Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [Preorder ι] {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [MeasureTheory.SigmaFiniteFiltration μ ℱ] {f : ι → Ω → E} : MeasureTheory.Submartingale f ℱ μ ↔ MeasureTheory.StronglyAdapted ℱ f ∧ (∀ (i : ι), MeasureTheory.Integrable (f i) μ) ∧ ∀ (i j : ι), i ≤ j → 0 ≤ᵐ[μ] μ[f j - f i | ↑ℱ i] - MeasureTheory.submartingale_nat 📋 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} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [ClosedIciTopology E] [IsOrderedModule ℝ E] [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → E} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ), f i ≤ᵐ[μ] μ[f (i + 1) | ↑𝒢 i]) : MeasureTheory.Submartingale f 𝒢 μ - MeasureTheory.supermartingale_nat 📋 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} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [ClosedIciTopology E] [IsOrderedModule ℝ E] [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → E} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ), μ[f (i + 1) | ↑𝒢 i] ≤ᵐ[μ] f i) : MeasureTheory.Supermartingale f 𝒢 μ - MeasureTheory.submartingale_of_condExp_sub_nonneg_nat 📋 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} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [ClosedIciTopology E] [IsOrderedModule ℝ E] [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → E} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ), 0 ≤ᵐ[μ] μ[f (i + 1) - f i | ↑𝒢 i]) : MeasureTheory.Submartingale f 𝒢 μ - MeasureTheory.supermartingale_of_condExp_sub_nonneg_nat 📋 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} [CompleteSpace E] [PartialOrder E] [IsOrderedAddMonoid E] [ClosedIciTopology E] [IsOrderedModule ℝ E] [MeasureTheory.IsFiniteMeasure μ] {f : ℕ → Ω → E} (hadp : MeasureTheory.StronglyAdapted 𝒢 f) (hint : ∀ (i : ℕ), MeasureTheory.Integrable (f i) μ) (hf : ∀ (i : ℕ), 0 ≤ᵐ[μ] μ[f i - f (i + 1) | ↑𝒢 i]) : MeasureTheory.Supermartingale f 𝒢 μ - MeasureTheory.Submartingale.sum_smul_sub 📋 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} [CompleteSpace E] [PartialOrder E] [IsOrderedModule ℝ E] [ClosedIciTopology E] [IsOrderedAddMonoid E] [MeasureTheory.IsFiniteMeasure μ] {R : ℝ} {f : ℕ → Ω → E} {ξ : ℕ → Ω → ℝ} (hf : MeasureTheory.Submartingale f 𝒢 μ) (hξ : MeasureTheory.StronglyAdapted 𝒢 ξ) (hbdd : ∀ (n : ℕ) (ω : Ω), ξ n ω ≤ R) (hnonneg : ∀ (n : ℕ) (ω : Ω), 0 ≤ ξ n ω) : MeasureTheory.Submartingale (fun n => ∑ k ∈ Finset.range n, ξ k • (f (k + 1) - f k)) 𝒢 μ - MeasureTheory.Submartingale.sum_smul_sub' 📋 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} [CompleteSpace E] [PartialOrder E] [IsOrderedModule ℝ E] [ClosedIciTopology E] [IsOrderedAddMonoid E] [MeasureTheory.IsFiniteMeasure μ] {R : ℝ} {ξ : ℕ → Ω → ℝ} {f : ℕ → Ω → E} (hf : MeasureTheory.Submartingale f 𝒢 μ) (hξ : MeasureTheory.StronglyAdapted 𝒢 fun n => ξ (n + 1)) (hbdd : ∀ (n : ℕ) (ω : Ω), ξ n ω ≤ R) (hnonneg : ∀ (n : ℕ) (ω : Ω), 0 ≤ ξ n ω) : MeasureTheory.Submartingale (fun n => ∑ k ∈ Finset.range n, ξ (k + 1) • (f (k + 1) - f k)) 𝒢 μ - MeasureTheory.StronglyAdapted.measurable_upcrossings 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {a b : ℝ} {f : ℕ → Ω → ℝ} {ℱ : MeasureTheory.Filtration ℕ m0} (hf : MeasureTheory.StronglyAdapted ℱ f) (hab : a < b) : Measurable (MeasureTheory.upcrossings a b f) - MeasureTheory.StronglyAdapted.measurable_upcrossingsBefore 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {a b : ℝ} {f : ℕ → Ω → ℝ} {N : ℕ} {ℱ : MeasureTheory.Filtration ℕ m0} (hf : MeasureTheory.StronglyAdapted ℱ f) (hab : a < b) : Measurable (MeasureTheory.upcrossingsBefore a b f N) - MeasureTheory.StronglyAdapted.upcrossingStrat 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {a b : ℝ} {f : ℕ → Ω → ℝ} {N : ℕ} {ℱ : MeasureTheory.Filtration ℕ m0} (hf : MeasureTheory.StronglyAdapted ℱ f) : MeasureTheory.StronglyAdapted ℱ (MeasureTheory.upcrossingStrat a b f N) - 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.integrable_upcrossingsBefore 📋 Mathlib.Probability.Martingale.Upcrossing
{Ω : Type u_1} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {a b : ℝ} {f : ℕ → Ω → ℝ} {N : ℕ} {ℱ : MeasureTheory.Filtration ℕ m0} [MeasureTheory.IsFiniteMeasure μ] (hf : MeasureTheory.StronglyAdapted ℱ f) (hab : a < b) : MeasureTheory.Integrable (fun ω => ↑(MeasureTheory.upcrossingsBefore a b f N ω)) μ - 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) - ProbabilityTheory.Kernel.stronglyAdapted_densityProcess 📋 Mathlib.Probability.Kernel.Disintegration.Density
{α : Type u_1} {β : Type u_2} {γ : Type u_3} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ} [MeasurableSpace.CountablyGenerated γ] (κ : ProbabilityTheory.Kernel α (γ × β)) (ν : ProbabilityTheory.Kernel α γ) (a : α) {s : Set β} (hs : MeasurableSet s) : MeasureTheory.StronglyAdapted (ProbabilityTheory.countableFiltration γ) fun n x => κ.densityProcess ν n a x s - MeasureTheory.stronglyAdapted_predictablePart' 📋 Mathlib.Probability.Martingale.Centering
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ℕ → Ω → E} {ℱ : MeasureTheory.Filtration ℕ m0} : MeasureTheory.StronglyAdapted ℱ fun n => MeasureTheory.predictablePart f ℱ μ n - MeasureTheory.stronglyAdapted_predictablePart 📋 Mathlib.Probability.Martingale.Centering
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ℕ → Ω → E} {ℱ : MeasureTheory.Filtration ℕ m0} : MeasureTheory.StronglyAdapted ℱ fun n => MeasureTheory.predictablePart f ℱ μ (n + 1) - MeasureTheory.stronglyAdapted_martingalePart 📋 Mathlib.Probability.Martingale.Centering
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ℕ → Ω → E} {ℱ : MeasureTheory.Filtration ℕ m0} (hf : MeasureTheory.StronglyAdapted ℱ f) : MeasureTheory.StronglyAdapted ℱ (MeasureTheory.martingalePart f ℱ μ) - MeasureTheory.martingale_martingalePart 📋 Mathlib.Probability.Martingale.Centering
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {f : ℕ → Ω → E} {ℱ : MeasureTheory.Filtration ℕ m0} [CompleteSpace E] (hf : MeasureTheory.StronglyAdapted ℱ f) (hf_int : ∀ (n : ℕ), MeasureTheory.Integrable (f n) μ) [MeasureTheory.SigmaFiniteFiltration μ ℱ] : MeasureTheory.Martingale (MeasureTheory.martingalePart f ℱ μ) ℱ μ - MeasureTheory.martingalePart_add_ae_eq 📋 Mathlib.Probability.Martingale.Centering
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {ℱ : MeasureTheory.Filtration ℕ m0} [CompleteSpace E] [MeasureTheory.SigmaFiniteFiltration μ ℱ] {f g : ℕ → Ω → E} (hf : MeasureTheory.Martingale f ℱ μ) (hg : MeasureTheory.StronglyAdapted ℱ fun n => g (n + 1)) (hg0 : g 0 = 0) (hgint : ∀ (n : ℕ), MeasureTheory.Integrable (g n) μ) (n : ℕ) : MeasureTheory.martingalePart (f + g) ℱ μ n =ᵐ[μ] f n - MeasureTheory.predictablePart_add_ae_eq 📋 Mathlib.Probability.Martingale.Centering
{Ω : Type u_1} {E : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [NormedAddCommGroup E] [NormedSpace ℝ E] {ℱ : MeasureTheory.Filtration ℕ m0} [CompleteSpace E] [MeasureTheory.SigmaFiniteFiltration μ ℱ] {f g : ℕ → Ω → E} (hf : MeasureTheory.Martingale f ℱ μ) (hg : MeasureTheory.StronglyAdapted ℱ fun n => g (n + 1)) (hg0 : g 0 = 0) (hgint : ∀ (n : ℕ), MeasureTheory.Integrable (g n) μ) (n : ℕ) : MeasureTheory.predictablePart (f + g) ℱ μ n =ᵐ[μ] g n - 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.BorelCantelli.stronglyAdapted_process 📋 Mathlib.Probability.Martingale.BorelCantelli
{Ω : Type u_2} {m0 : MeasurableSpace Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {s : ℕ → Set Ω} (hs : ∀ (n : ℕ), MeasurableSet (s n)) : MeasureTheory.StronglyAdapted ℱ (MeasureTheory.BorelCantelli.process s) - 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.tendsto_sum_indicator_atTop_iff 📋 Mathlib.Probability.Martingale.BorelCantelli
{Ω : Type u_2} {m0 : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} {ℱ : MeasureTheory.Filtration ℕ m0} {f : ℕ → Ω → ℝ} {R : NNReal} [MeasureTheory.IsFiniteMeasure μ] (hfmono : ∀ᵐ (ω : Ω) ∂μ, ∀ (n : ℕ), f n ω ≤ f (n + 1) ω) (hf : MeasureTheory.StronglyAdapted ℱ f) (hint : ∀ (n : ℕ), MeasureTheory.Integrable (f n) μ) (hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (n : ℕ), |f (n + 1) ω - f n ω| ≤ ↑R) : ∀ᵐ (ω : Ω) ∂μ, Filter.Tendsto (fun n => f n ω) Filter.atTop Filter.atTop ↔ Filter.Tendsto (fun n => MeasureTheory.predictablePart f ℱ μ n ω) Filter.atTop Filter.atTop - ProbabilityTheory.HasSubgaussianMGF.sum_of_hasCondSubgaussianMGF 📋 Mathlib.Probability.Moments.SubGaussian
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [StandardBorelSpace Ω] {Y : ℕ → Ω → ℝ} {cY : ℕ → NNReal} {ℱ : MeasureTheory.Filtration ℕ mΩ} [MeasureTheory.IsZeroOrProbabilityMeasure μ] (h_adapted : MeasureTheory.StronglyAdapted ℱ Y) (h0 : ProbabilityTheory.HasSubgaussianMGF (Y 0) (cY 0) μ) (n : ℕ) (h_subG : ∀ i < n - 1, ProbabilityTheory.HasCondSubgaussianMGF (↑ℱ i) ⋯ (Y (i + 1)) (cY (i + 1)) μ) : ProbabilityTheory.HasSubgaussianMGF (fun ω => ∑ i ∈ Finset.range n, Y i ω) (∑ i ∈ Finset.range n, cY i) μ - ProbabilityTheory.measure_sum_ge_le_of_hasCondSubgaussianMGF 📋 Mathlib.Probability.Moments.SubGaussian
{Ω : Type u_1} {mΩ : MeasurableSpace Ω} {μ : MeasureTheory.Measure Ω} [StandardBorelSpace Ω] {Y : ℕ → Ω → ℝ} {cY : ℕ → NNReal} {ℱ : MeasureTheory.Filtration ℕ mΩ} [MeasureTheory.IsZeroOrProbabilityMeasure μ] (h_adapted : MeasureTheory.StronglyAdapted ℱ Y) (h0 : ProbabilityTheory.HasSubgaussianMGF (Y 0) (cY 0) μ) (n : ℕ) (h_subG : ∀ i < n - 1, ProbabilityTheory.HasCondSubgaussianMGF (↑ℱ i) ⋯ (Y (i + 1)) (cY (i + 1)) μ) {ε : ℝ} (hε : 0 ≤ ε) : μ.real {ω | ε ≤ ∑ i ∈ Finset.range n, Y i ω} ≤ Real.exp (-ε ^ 2 / (2 * ↑(∑ i ∈ Finset.range n, cY i)))
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 69fae59