Theorems · Definition · probability
MeasureTheory.StronglyAdapted
{Ω : Type u_1} →
{ι : Type u_2} →
{m : MeasurableSpace Ω} →
[inst : Preorder ι] →
{β : ι → Type u_3} →
[(i : ι) → TopologicalSpace (β i)] → MeasureTheory.Filtration ι m → ((i : ι) → Ω → β i) → PropA sequence of functions u is strongly adapted to a filtration f if for all i,
u i is f i-strongly measurable.
- Defined in
- Mathlib.Probability.Process.Adapted
- Cited by
- 81 results in Mathlib
- Foundations
- Depth 22 from the axioms · uses propext, Quot.sound
- Assumes
- PreorderTopologicalSpace
Around this declaration
Dashed lines are statement dependencies; solid lines are citations in proofs.
Cites5
Mathlib declarations this one mentions in its statement or cites explicitly in its proof. Plumbing is filtered out.
- TopologicalSpacestatement and proof · cited by 24,529
- MeasurableSpacestatement and proof · cited by 13,106
- Preorderstatement and proof · cited by 7,952
- MeasureTheory.Filtrationstatement and proof · cited by 425
- MeasureTheory.StronglyMeasurableproof · cited by 363
Cited by84
Results whose statement or proof uses this declaration.
- MeasureTheory.Submartingaleproof · cited by 63
- MeasureTheory.Martingaleproof · cited by 46
- MeasureTheory.Supermartingaleproof · cited by 23
- MeasureTheory.Submartingale.stronglyAdaptedstatement · cited by 14
- MeasureTheory.IsStronglyProgressive.stronglyAdaptedstatement · cited by 7
- MeasureTheory.Martingale.stronglyAdaptedstatement · cited by 7
- MeasureTheory.StronglyAdapted.negstatement and proof · cited by 6
- MeasureTheory.StronglyAdapted.adaptedstatement and proof · cited by 5
- MeasureTheory.StronglyAdapted.isStronglyProgressive_of_discretestatement and proof · cited by 5
- MeasureTheory.StronglyAdapted.addstatement and proof · cited by 4
- MeasureTheory.StronglyAdapted.isStronglyProgressive_of_continuousstatement and proof · cited by 4
- MeasureTheory.IsStronglyPredictable.stronglyAdaptedstatement · cited by 3