Theorems · Theorem · probability

MeasureTheory.martingale_condExp

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

Defined in

Mathlib.Probability.Martingale.Basic

Cited by

1 results in Mathlib

Foundations

Depth 299 from the axioms · uses propext, Classical.choice, Quot.sound

Assumes

PreorderNormedAddCommGroupNormedSpaceCompleteSpaceMeasureTheory.SigmaFiniteFiltration