test module
Tests.StoppingTime
0 named declarations scanned from Tests/StoppingTime.lean.
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Complete Lean source
Tests/StoppingTime.lean — full module with imports and context
import AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.StoppingTime
namespace AutoSamplingTheory.Tests.StoppingTime
open MeasureTheory
open AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.StoppingTime
open scoped NNReal
#check AutoSamplingTheory.TechnicalLemmas.StochasticProcesses.StoppingTime.IsChewiStoppingTime
#check IsChewiStoppingTime.min
#check IsChewiStoppingTime.min_const
#check stoppedProcess_stoppedProcess_inf
#check stoppedProcess_stoppedProcess_of_le
example {Ω : Type*} {m : MeasurableSpace Ω}
(filtration : Filtration ℝ≥0 m) (t : ℝ≥0) :
IsChewiStoppingTime filtration (fun _ : Ω => (t : WithTop ℝ≥0)) :=
isChewiStoppingTime_const filtration t
example {Ω : Type*} {m : MeasurableSpace Ω}
{filtration : Filtration ℝ≥0 m} {τ σ : Ω → WithTop ℝ≥0}
(hτ : IsChewiStoppingTime filtration τ)
(hσ : IsChewiStoppingTime filtration σ) :
IsChewiStoppingTime filtration (τ ⊓ σ) :=
hτ.min hσ
example {Ω : Type*} {m : MeasurableSpace Ω}
{filtration : Filtration ℝ≥0 m} {τ : Ω → WithTop ℝ≥0}
(hτ : IsChewiStoppingTime filtration τ) (T : ℝ≥0) :
IsChewiStoppingTime filtration
(τ ⊓ fun _ => (T : WithTop ℝ≥0)) :=
hτ.min_const T
example {Ω β : Type*} (u : ℝ≥0 → Ω → β)
(τ σ : Ω → WithTop ℝ≥0) :
stoppedProcess (stoppedProcess u τ) σ =
stoppedProcess u (σ ⊓ τ) :=
stoppedProcess_stoppedProcess_inf u τ σ
example {Ω β : Type*} (u : ℝ≥0 → Ω → β)
{τ σ : Ω → WithTop ℝ≥0} (hστ : σ ≤ τ) :
stoppedProcess (stoppedProcess u τ) σ = stoppedProcess u σ :=
stoppedProcess_stoppedProcess_of_le u hστ
end AutoSamplingTheory.Tests.StoppingTime