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 isProjectiveMeasureFamily_map_restrict {T : Type u_1} {Ω : Type u_2} {E : Type u_3} { : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {X : TΩE} [MeasurableSpace E] (hX : AEMeasurable (fun (ω : Ω) (t : T) => X t ω) P) :
MeasureTheory.IsProjectiveMeasureFamily fun (I : Finset T) => MeasureTheory.Measure.map (fun (ω : Ω) => I.restrict fun (x : T) => X x ω) P
theorem isProjectiveLimit_map {T : Type u_1} {Ω : Type u_2} {E : Type u_3} { : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {X : TΩE} [MeasurableSpace E] (hX : AEMeasurable (fun (ω : Ω) (t : T) => X t ω) P) :
MeasureTheory.IsProjectiveLimit (MeasureTheory.Measure.map (fun (ω : Ω) (t : T) => X t ω) P) fun (I : Finset T) => MeasureTheory.Measure.map (fun (ω : Ω) => I.restrict fun (x : T) => X x ω) P
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