Commit 2026-02-16 09:07 17623563

View on Github →

feat: generalize Submartingale.expected_stoppedValue_mono to processes taking values in an ordered module (#34770) I generalize the Submartingale.expected_stoppedValue_mono to processes taking values in a normed ordered module with a ClosedIciTopology. I think this generalization is meaningful because there are many nontrivial examples satisfying these hypothesis. e.g. ℝⁿ equipped with product ordering, Lp spaces. I also replaced the finiteness of measure in several theorems by the assumption that the the filtration is sigma finite.

Estimated changes