Documentation

BrownianMotion.Auxiliary.Adapted

theorem Set.indexedPartition_piecewise_preimage {ι : Type u_1} {Ω : Type u_2} {β : Type u_3} {s : ιSet Ω} (hs : IndexedPartition s) (f : ιΩβ) (t : Set β) :
hs.piecewise f ⁻¹' t = ⋃ (i : ι), s i f i ⁻¹' t
theorem Set.range_indexedPartition_subset {ι : Type u_1} {Ω : Type u_2} {β : Type u_3} {s : ιSet Ω} (hs : IndexedPartition s) (f : ιΩβ) :
range (hs.piecewise f) ⋃ (i : ι), range (f i)
theorem MeasureTheory.Measurable.IndexedPartition {ι : Type u_1} {Ω : Type u_2} {β : Type u_3} {s : ιSet Ω} (hs : _root_.IndexedPartition s) { : MeasurableSpace Ω} { : MeasurableSpace β} [Countable ι] (hms : ∀ (i : ι), MeasurableSet (s i)) {f : ιΩβ} (hmf : ∀ (i : ι), Measurable (f i)) :
def MeasureTheory.SimpleFunc.IndexedPartition {ι : Type u_1} {Ω : Type u_2} {β : Type u_3} {s : ιSet Ω} (hs : _root_.IndexedPartition s) { : MeasurableSpace Ω} [Finite ι] (hms : ∀ (i : ι), MeasurableSet (s i)) (f : ιSimpleFunc Ω β) :

This is the analogue of SimpleFunc.piecewise for IndexedPartition.

Equations
Instances For
    theorem MeasureTheory.StronglyMeasurable.IndexedPartition {ι : Type u_1} {Ω : Type u_2} {β : Type u_3} {s : ιSet Ω} (hs : _root_.IndexedPartition s) { : MeasurableSpace Ω} [TopologicalSpace β] [Finite ι] (hm : ∀ (i : ι), MeasurableSet (s i)) {f : ιΩβ} (hf : ∀ (i : ι), StronglyMeasurable (f i)) :
    theorem MeasureTheory.Adapted.progMeasurable_of_rightContinuous {ι : Type u_1} {Ω : Type u_2} {β : Type u_3} { : MeasurableSpace Ω} [TopologicalSpace β] [TopologicalSpace ι] [LinearOrder ι] [OrderTopology ι] [SecondCountableTopology ι] [MeasurableSpace ι] [OpensMeasurableSpace ι] [TopologicalSpace.PseudoMetrizableSpace β] {X : ιΩβ} {𝓕 : Filtration ι } (h : Adapted 𝓕 X) (hu_cont : ∀ (ω : Ω), Function.RightContinuous fun (x : ι) => X x ω) :