Documentation

BrownianMotion.Auxiliary.StoppedProcess

@[simp]
theorem MeasureTheory.stoppedProcess_const {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} {u₀ : Ωβ} {τ : ΩWithTop ι} :
stoppedProcess (fun (x : ι) => u₀) τ = fun (x : ι) => u₀
@[simp]
theorem MeasureTheory.stoppedProcess_neg {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} [Neg β] {u : ιΩβ} {τ : ΩWithTop ι} :
@[simp]
theorem MeasureTheory.stoppedProcess_add {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} [Add β] {u v : ιΩβ} {τ : ΩWithTop ι} :
@[simp]
theorem MeasureTheory.stoppedProcess_sub {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} [Sub β] {u v : ιΩβ} {τ : ΩWithTop ι} :
@[simp]
theorem MeasureTheory.stoppedProcess_const_smul {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} [SMul β] (c : ) {u : ιΩβ} {τ : ΩWithTop ι} :
theorem MeasureTheory.stoppedProcess_indicator_comm {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} [Zero β] {u : ιΩβ} {τ : ΩWithTop ι} {s : Set Ω} (i : ι) :
stoppedProcess (fun (i : ι) => s.indicator (u i)) τ i = s.indicator (stoppedProcess u τ i)
theorem MeasureTheory.stoppedProcess_indicator_comm' {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} [Zero β] {u : ιΩβ} {τ : ΩWithTop ι} {s : Set Ω} :
stoppedProcess (fun (i : ι) => s.indicator (u i)) τ = fun (i : ι) => s.indicator (stoppedProcess u τ i)
theorem MeasureTheory.stoppedValue_stoppedProcess_apply {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} {ω : Ω} {u : ιΩβ} {τ σ : ΩWithTop ι} ( : σ ω ) :
stoppedValue (stoppedProcess u τ) σ ω = stoppedValue u (fun (ω : Ω) => min (σ ω) (τ ω)) ω
@[simp]
theorem MeasureTheory.stoppedProcess_stoppedProcess {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} {u : ιΩβ} {τ σ : ΩWithTop ι} :
theorem MeasureTheory.stoppedProcess_stoppedProcess' {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} {u : ιΩβ} {τ σ : ΩWithTop ι} :
stoppedProcess (stoppedProcess u τ) σ = stoppedProcess u fun (ω : Ω) => min (σ ω) (τ ω)
theorem MeasureTheory.stoppedProcess_stoppedProcess_of_le_right {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} {u : ιΩβ} {τ σ : ΩWithTop ι} (h : σ τ) :
theorem MeasureTheory.stoppedProcess_stoppedProcess_of_le_left {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} {u : ιΩβ} {τ σ : ΩWithTop ι} (h : τ σ) :
theorem MeasureTheory.stoppedProcess_eq_stoppedValue_apply {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {β : Type u_4} {u : ιΩβ} {τ : ΩWithTop ι} (i : ι) (ω : Ω) :
stoppedProcess u τ i ω = stoppedValue u (fun (ω : Ω) => min (↑i) (τ ω)) ω