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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) → Prop

A 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.

MeasureTheory.Submartingale · cited by 63MeasureTheory.Submartinga…MeasureTheory.Martingale · cited by 46MeasureTheory.MartingaleMeasureTheory.Supermartingale · cited by 23MeasureTheory.Supermartin…MeasureTheory.Submartingale.stronglyAdapted · cited by 14Submartingale.stronglyAda…MeasureTheory.IsStronglyProgressive.stronglyAdapted · cited by 7IsStronglyProgressive.str…MeasureTheory.Martingale.stronglyAdapted · cited by 7Martingale.stronglyAdaptedMeasureTheory.StronglyAdapted.neg · cited by 6StronglyAdapted.negMeasureTheory.StronglyAdapted.adapted · cited by 5StronglyAdapted.adaptedMeasureTheory.StronglyAdapted.isStronglyProgressive_of_discrete · cited by 5StronglyAdapted.isStrongl…MeasureTheory.StronglyAdapted.add · cited by 4StronglyAdapted.addMeasureTheory.StronglyAdapted.isStronglyProgressive_of_continuous · cited by 4StronglyAdapted.isStrongl…MeasureTheory.IsStronglyPredictable.stronglyAdapted · cited by 3IsStronglyPredictable.str…MeasureTheory.StronglyAdapted.measurable_upcrossingsBefore · cited by 3StronglyAdapted.measurabl…MeasureTheory.IsStronglyProgressive.stronglyAdapted_stoppedProcess · cited by 2IsStronglyProgressive.str…MeasureTheory.martingale_martingalePart · cited by 2MeasureTheory.martingale_…TopologicalSpace · cited by 24529TopologicalSpaceMeasurableSpace · cited by 13106MeasurableSpacePreorder · cited by 7952PreorderMeasureTheory.Filtration · cited by 425MeasureTheory.FiltrationMeasureTheory.StronglyMeasurable · cited by 363MeasureTheory.StronglyMea…MeasureTheory.StronglyAdaptedCITED BYCITES

Cites5

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Cited by84

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