Documentation
BrownianMotion
.
Auxiliary
.
IsStoppingTime
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source
Imports
Init
Mathlib.Probability.Process.Stopping
Imported by
MeasureTheory
.
stoppedProcess_min_eq_stoppedProcess
source
theorem
MeasureTheory
.
stoppedProcess_min_eq_stoppedProcess
{
ι
:
Type
u_1}
{
Ω
:
Type
u_2}
{
E
:
Type
u_3}
[
Nonempty
ι
]
[
LinearOrder
ι
]
(
X
:
ι
→
Ω
→
E
)
(
τ
:
Ω
→
WithTop
ι
)
{
i
j
:
ι
}
(
hij
:
i
≤
j
)
:
stoppedProcess
X
(fun (
ω
:
Ω
) =>
min
(↑
j
)
(
τ
ω
)
)
i
=
stoppedProcess
X
τ
i