test module
Tests.GlobalStoppedProgressiveL2
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Complete Lean source
Tests/GlobalStoppedProgressiveL2.lean — full module with imports and context
import AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.GlobalStoppedProgressiveL2
namespace AutoSamplingTheory.Tests.GlobalStoppedProgressiveL2
noncomputable section
open MeasureTheory
open AutoSamplingTheory.TechnicalLemmas.StochasticProcesses
open AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.DyadicGlobalHorizon
open AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.GlobalLocalProgressiveL2
open AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.GlobalStoppedProgressiveL2
open AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.ProgressiveL2
open scoped NNReal
variable {Omega : Type*} {m : MeasurableSpace Omega}
{filtration : Filtration ℝ≥0 m} {mu : Measure Omega}
#check globalStoppedIntegrand
#check globalStoppedIntegrand_stronglyProgressive
#check dyadicGlobalLocalizingTime_eq_canonicalRaw_of_good
#check globalStoppedTimeLintegral_le
#check globalStoppedProcessFunction_aestronglyMeasurable
#check globalStoppedProcessFunction_sq_integrable
#check globalStoppedProgressiveL2
#check globalStoppedProgressiveL2_process
example [IsProbabilityMeasure mu]
(hUsual : SatisfiesUsualConditions filtration mu)
(eta : GlobalLocalProgressiveL2Integrand filtration mu)
(k : ℕ) :
ProgressiveL2Integrand filtration mu (dyadicHorizon k) :=
globalStoppedProgressiveL2 hUsual eta k
end
end AutoSamplingTheory.Tests.GlobalStoppedProgressiveL2