Documentation

BrownianMotion.Auxiliary.StoppedProcess

@[simp]
theorem MeasureTheory.stoppedValue_comp {ι : Type u_1} {Ω : Type u_2} {E : Type u_3} [Nonempty ι] {F : Type u_4} {u : ιΩE} {τ : ΩWithTop ι} {f : EF} :
stoppedValue (fun (t : ι) (ω : Ω) => f (u t ω)) τ = f stoppedValue u τ
theorem MeasureTheory.stoppedValue_norm {ι : Type u_1} {Ω : Type u_2} {E : Type u_3} [Nonempty ι] [SeminormedAddCommGroup E] {u : ιΩE} {τ : ΩWithTop ι} :
stoppedValue (fun (t : ι) (ω : Ω) => u t ω) τ = fun (ω : Ω) => stoppedValue u τ ω
@[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} :
@[simp]
theorem MeasureTheory.stoppedProcess_const_bot {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] [OrderBot ι] {E : Type u_4} (X : ιΩE) :
(stoppedProcess X fun (x : Ω) => ) = fun (x : ι) => X
@[simp]
theorem MeasureTheory.stoppedProcess_const_top {ι : Type u_1} {Ω : Type u_2} [Nonempty ι] [LinearOrder ι] {E : Type u_4} (X : ιΩE) :
(stoppedProcess X fun (x : Ω) => ) = X