Theorems · Theorem · probability

ProbabilityTheory.HasIndepIncrements.indepFun_eval_sub

∀ {T : Type u_1} {Ω : Type u_2} {E : Type u_3} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {X : T → Ω → E}
  [inst : Preorder T] [inst_1 : MeasurableSpace E] [inst_2 : SubNegZeroMonoid E],
  ProbabilityTheory.HasIndepIncrements X P →
    ∀ {r s t : T}, r ≤ s → s ≤ t → (∀ᵐ (ω : Ω) ∂P, X r ω = 0) → ProbabilityTheory.IndepFun (X s) (X t - X s) P

Defined in

Mathlib.Probability.Independence.Process.HasIndepIncrements.Basic

Cited by

2 results in Mathlib

Foundations

Depth 188 from the axioms · uses propext, Classical.choice, Quot.sound

Assumes

PreorderMeasurableSpaceSubNegZeroMonoid