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Theorems · Theorem · probability

MeasureTheory.StronglyAdapted.measurable_upcrossings

∀ {Ω : Type u_1} {m0 : MeasurableSpace Ω} {a b : ℝ} {f : ℕ → Ω → ℝ} {ℱ : MeasureTheory.Filtration ℕ m0},
  MeasureTheory.StronglyAdapted ℱ f → a < b → Measurable (MeasureTheory.upcrossings a b f)
Defined in
Mathlib.Probability.Martingale.Upcrossing
Cited by
1 results in Mathlib
Foundations
Depth 168 from the axioms · uses propext, Classical.choice, Quot.sound

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