Documentation

BrownianMotion.Gaussian.StochasticProcesses

theorem modification_of_indistinduishable {T : Type u_1} {Ω : Type u_2} {E : Type u_3} { : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {X Y : TΩE} (h : ∀ᵐ (ω : Ω) P, ∀ (t : T), X t ω = Y t ω) (t : T) :
X t =ᵐ[P] Y t
theorem finite_distributions_eq {T : Type u_1} {Ω : Type u_2} {E : Type u_3} { : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {X Y : TΩE} [MeasurableSpace E] {I : Finset T} (h : ∀ (t : T), X t =ᵐ[P] Y t) :
MeasureTheory.Measure.map (fun (ω : Ω) => I.restrict fun (x : T) => X x ω) P = MeasureTheory.Measure.map (fun (ω : Ω) => I.restrict fun (x : T) => Y x ω) P
theorem aemeasurable_proj {α : Type u_4} {δ : Type u_5} {X : δType u_6} {mX : (a : δ) → MeasurableSpace (X a)} [MeasurableSpace α] {μ : MeasureTheory.Measure α} {g : α(a : δ) → X a} (hg : AEMeasurable g μ) (a : δ) :
AEMeasurable (fun (x : α) => g x a) μ
theorem coincide_on_cylinders {T : Type u_1} {Ω : Type u_2} {E : Type u_3} { : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {X Y : TΩE} [MeasurableSpace E] (hX : AEMeasurable (fun (ω : Ω) (t : T) => X t ω) P) (hY : AEMeasurable (fun (ω : Ω) (t : T) => Y t ω) P) (h : ∀ (I : Finset T), MeasureTheory.Measure.map (fun (ω : Ω) => I.restrict fun (x : T) => X x ω) P = MeasureTheory.Measure.map (fun (ω : Ω) => I.restrict fun (x : T) => Y x ω) P) (c : Set (TE)) (hc : c MeasureTheory.measurableCylinders fun (x : T) => E) :
(MeasureTheory.Measure.map (fun (ω : Ω) (t : T) => X t ω) P) c = (MeasureTheory.Measure.map (fun (ω : Ω) (t : T) => Y t ω) P) c
theorem finite_distributions_eq_iff_same_law {T : Type u_1} {Ω : Type u_2} {E : Type u_3} { : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {X Y : TΩE} [MeasurableSpace E] (hX : AEMeasurable (fun (t : Ω) (ω : T) => X ω t) P) (hY : AEMeasurable (fun (t : Ω) (ω : T) => Y ω t) P) [MeasureTheory.IsProbabilityMeasure P] :
(∀ (I : Finset T), MeasureTheory.Measure.map (fun (ω : Ω) => I.restrict fun (x : T) => X x ω) P = MeasureTheory.Measure.map (fun (ω : Ω) => I.restrict fun (x : T) => Y x ω) P) MeasureTheory.Measure.map (fun (ω : Ω) (t : T) => X t ω) P = MeasureTheory.Measure.map (fun (ω : Ω) (t : T) => Y t ω) P
theorem indistinduishable_of_modification {T : Type u_1} {Ω : Type u_2} {E : Type u_3} { : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {X Y : TΩE} [TopologicalSpace E] [TopologicalSpace T] [TopologicalSpace.SeparableSpace T] [T2Space E] (hX : ∀ᵐ (ω : Ω) P, Continuous fun (t : T) => X t ω) (hY : ∀ᵐ (ω : Ω) P, Continuous fun (t : T) => Y t ω) (h : ∀ (t : T), X t =ᵐ[P] Y t) :
∀ᵐ (ω : Ω) P, ∀ (t : T), X t ω = Y t ω