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Commit
2021-12-09 21:51
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feat(probability_theory/martingale): define martingales (
#10625
)
Estimated changes
Modified
src/measure_theory/function/conditional_expectation.lean
added
theorem
measure_theory.condexp_condexp_of_le
Modified
src/measure_theory/measure/measure_space.lean
added
theorem
measure_theory.trim_trim
Created
src/probability_theory/martingale.lean
added
theorem
measure_theory.martingale.adapted
added
theorem
measure_theory.martingale.add
added
theorem
measure_theory.martingale.condexp_ae_eq
added
theorem
measure_theory.martingale.integrable
added
theorem
measure_theory.martingale.measurable
added
theorem
measure_theory.martingale.neg
added
theorem
measure_theory.martingale.smul
added
theorem
measure_theory.martingale.sub
added
def
measure_theory.martingale
added
theorem
measure_theory.martingale_condexp
added
theorem
measure_theory.martingale_zero