Documentation

BrownianMotion.StochasticIntegral.LocalMonad

The Local Monad on Stable Properties #

@[reducible, inline]
abbrev ProbabilityTheory.StableCat {ι : Type u_1} {Ω : Type u_2} { : MeasurableSpace Ω} [ConditionallyCompleteLinearOrderBot ι] (E : Type u_4) [Zero E] (𝓕 : MeasureTheory.Filtration ι ) :
Type (max (max u_1 u_2) u_4)

The category of stable properties.

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    def ProbabilityTheory.Local {ι : Type u_1} {Ω : Type u_2} {E : Type u_3} { : MeasurableSpace Ω} [Zero E] [ConditionallyCompleteLinearOrderBot ι] [TopologicalSpace ι] [OrderTopology ι] {𝓕 : MeasureTheory.Filtration ι } (P : MeasureTheory.Measure Ω) (p : StableCat E 𝓕) :
    StableCat E 𝓕

    Local is a functor from Stable to Stable.

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      theorem ProbabilityTheory.LocalMono {ι : Type u_1} {Ω : Type u_2} {E : Type u_3} { : MeasurableSpace Ω} [Zero E] [ConditionallyCompleteLinearOrderBot ι] [TopologicalSpace ι] [OrderTopology ι] {𝓕 : MeasureTheory.Filtration ι } (P : MeasureTheory.Measure Ω) {p q : StableCat E 𝓕} (h : p q) (u : ιΩE) :
      (Local P p).obj u (Local P q).obj u

      The local functor is monotone.

      The local functor.

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        The Stable properties form a monad with the local functor.

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