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Theorems · Theorem · probability

MeasureTheory.IsPredictable.progMeasurable

Deprecated since 2026-04-24Use MeasureTheory.IsStronglyPredictable.isStronglyProgressive instead.

∀ {Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} {E : Type u_3} [inst : TopologicalSpace E]
  [inst_1 : LinearOrder ι] [inst_2 : OrderBot ι] [inst_3 : MeasurableSpace ι] [inst_4 : TopologicalSpace ι]
  [OpensMeasurableSpace ι] [OrderClosedTopology ι] {𝓕 : MeasureTheory.Filtration ι m} {u : ι → Ω → E},
  MeasureTheory.IsStronglyPredictable 𝓕 u → MeasureTheory.IsStronglyProgressive 𝓕 u

Alias of MeasureTheory.IsStronglyPredictable.isStronglyProgressive. A predictable process is progressively measurable.

Defined in
Mathlib.Probability.Process.Predictable
Cited by
0 results in Mathlib
Foundations
Depth 92 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
TopologicalSpaceLinearOrderOrderBotMeasurableSpaceTopologicalSpaceOpensMeasurableSpaceOrderClosedTopology

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