Theorems · Definition · probability

ProbabilityTheory.IsStable

{ι : Type u_1} →
  {Ω : Type u_2} →
    {E : Type u_3} →
      {mΩ : MeasurableSpace Ω} →
        [inst : LinearOrder ι] → [OrderBot ι] → [Zero E] → MeasureTheory.Filtration ι mΩ → ((ι → Ω → E) → Prop) → Prop

A property of stochastic processes is said to be stable if it is preserved under taking the stopped process by a stopping time.

Defined in

Mathlib.Probability.Process.LocalProperty

Cited by

7 results in Mathlib

Foundations

Depth 22 from the axioms · uses propext, Classical.choice, Quot.sound

Assumes

LinearOrderOrderBotZero