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Commit
2021-12-13 19:31
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feat(probability_theory/martingale): add super/sub-martingales (
#10710
)
Estimated changes
Modified
src/measure_theory/function/conditional_expectation.lean
Modified
src/probability_theory/martingale.lean
added
theorem
measure_theory.martingale.set_integral_eq
added
theorem
measure_theory.martingale.submartingale
added
theorem
measure_theory.martingale.supermartingale
added
theorem
measure_theory.martingale_iff
added
theorem
measure_theory.submartingale.adapted
added
theorem
measure_theory.submartingale.add
added
theorem
measure_theory.submartingale.add_martingale
added
theorem
measure_theory.submartingale.ae_le_condexp
added
theorem
measure_theory.submartingale.integrable
added
theorem
measure_theory.submartingale.measurable
added
theorem
measure_theory.submartingale.neg
added
theorem
measure_theory.submartingale.set_integral_le
added
theorem
measure_theory.submartingale.smul_nonneg
added
theorem
measure_theory.submartingale.smul_nonpos
added
theorem
measure_theory.submartingale.sub_martingale
added
theorem
measure_theory.submartingale.sub_supermartingale
added
def
measure_theory.submartingale
added
theorem
measure_theory.supermartingale.adapted
added
theorem
measure_theory.supermartingale.add
added
theorem
measure_theory.supermartingale.add_martingale
added
theorem
measure_theory.supermartingale.condexp_ae_le
added
theorem
measure_theory.supermartingale.integrable
added
theorem
measure_theory.supermartingale.measurable
added
theorem
measure_theory.supermartingale.neg
added
theorem
measure_theory.supermartingale.set_integral_le
added
theorem
measure_theory.supermartingale.smul_nonneg
added
theorem
measure_theory.supermartingale.smul_nonpos
added
theorem
measure_theory.supermartingale.sub_martingale
added
theorem
measure_theory.supermartingale.sub_submartingale
added
def
measure_theory.supermartingale