Theorems · Theorem · probability

MeasureTheory.Martingale.integrable

∀ {Ω : Type u_1} {E : Type u_2} {ι : Type u_3} [inst : Preorder ι] {m0 : MeasurableSpace Ω}
  {μ : MeasureTheory.Measure Ω} [inst_1 : NormedAddCommGroup E] [inst_2 : NormedSpace ℝ E] {f : ι → Ω → E}
  {ℱ : MeasureTheory.Filtration ι m0} [CompleteSpace E],
  MeasureTheory.Martingale f ℱ μ → ∀ (i : ι), MeasureTheory.Integrable (f i) μ

Defined in

Mathlib.Probability.Martingale.Basic

Cited by

10 results in Mathlib

Foundations

Depth 298 from the axioms · uses propext, Classical.choice, Quot.sound

Assumes

PreorderNormedAddCommGroupNormedSpaceCompleteSpace