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Theorems · Theorem · measure theory

MeasureTheory.condExp_of_stronglyMeasurable

∀ {α : Type u_1} {E : Type u_3} {m m₀ : MeasurableSpace α} {μ : MeasureTheory.Measure α} [inst : NormedAddCommGroup E]
  [inst_1 : NormedSpace ℝ E] (hm : m ≤ m₀) [hμm : MeasureTheory.SigmaFinite (μ.trim hm)] {f : α → E},
  MeasureTheory.StronglyMeasurable f → MeasureTheory.Integrable f μ → μ[f | m] = f
Defined in
Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
Cited by
21 results in Mathlib
Foundations
Depth 296 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
NormedAddCommGroupNormedSpaceMeasureTheory.SigmaFinite

Around this declaration

Dashed lines are statement dependencies; solid lines are citations in proofs.

MeasureTheory.condExp_zero · cited by 9MeasureTheory.condExp_zeroMeasureTheory.condExp_const · cited by 5MeasureTheory.condExp_con…ProbabilityTheory.condVar_ae_eq_condExp_sq_sub_sq_condExp · cited by 3ProbabilityTheory.condVar…MeasureTheory.condExp_stronglyMeasurable_bilin_of_bound · cited by 3MeasureTheory.condExp_str…MeasureTheory.Submartingale.condExp_sub_nonneg · cited by 3Submartingale.condExp_sub…MeasureTheory.condExp_of_aestronglyMeasurable' · cited by 2MeasureTheory.condExp_of_…MeasureTheory.martingale_martingalePart · cited by 2MeasureTheory.martingale_…MeasureTheory.martingale_nat · cited by 2MeasureTheory.martingale_…MeasureTheory.submartingale_nat · cited by 2MeasureTheory.submartinga…MeasureTheory.submartingale_of_condExp_sub_nonneg_nat · cited by 2MeasureTheory.submartinga…MeasureTheory.Martingale.eq_zero_of_predictable · cited by 2Martingale.eq_zero_of_pre…ProbabilityTheory.condIndepFun_of_measurable_left · cited by 2ProbabilityTheory.condInd…MeasureTheory.IsStronglyPredictable.predictablePart_eq · cited by 1IsStronglyPredictable.pre…MeasureTheory.martingale_const_fun · cited by 1MeasureTheory.martingale_…MeasureTheory.submartingale_of_condExp_sub_nonneg · cited by 1MeasureTheory.submartinga…Real · cited by 25697RealNormedAddCommGroup · cited by 15752NormedAddCommGroupMeasurableSpace · cited by 13106MeasurableSpaceNormedSpace · cited by 12499NormedSpaceMeasureTheory.Measure · cited by 10939MeasureTheory.MeasureMeasureTheory.Integrable · cited by 1367MeasureTheory.IntegrableMeasureTheory.SigmaFinite · cited by 526MeasureTheory.SigmaFiniteMeasureTheory.StronglyMeasurable · cited by 363MeasureTheory.StronglyMea…MeasureTheory.Measure.trim · cited by 286Measure.trimMeasureTheory.condExp · cited by 234MeasureTheory.condExpMeasureTheory.condExp_of_sigmaFinite · cited by 5MeasureTheory.condExp_of_…MeasureTheory.condExp_of_stro…CITED BYCITES

Cites11

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Cited by21

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