Theorems · Theorem · probability

MeasureTheory.IsProgressive.finsetSum

∀ {Ω : Type u_1} {ι : Type u_2} {m : MeasurableSpace Ω} [inst : Preorder ι] {f : MeasureTheory.Filtration ι m}
  {β : Type u_3} {mi : MeasurableSpace ι} {mβ : MeasurableSpace β} {γ : Type u_4} [inst_1 : AddCommMonoid β]
  [MeasurableAdd₂ β] {U : γ → ι → Ω → β} {s : Finset γ},
  (∀ c ∈ s, MeasureTheory.IsProgressive f (U c)) → MeasureTheory.IsProgressive f fun i ω => ∑ c ∈ s, U c i ω

Defined in

Mathlib.Probability.Process.Adapted

Cited by

0 results in Mathlib

Foundations

Depth 74 from the axioms · uses propext, Classical.choice, Quot.sound

Assumes

PreorderAddCommMonoidMeasurableAdd₂