Theorem: MeasureTheory.progMeasurable_min_stopping_time
File: Mathlib/Probability/Process/Stopping.lean

tactic: intro i
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
⊢ ProgMeasurable f fun i ω => min i (τ ω)
state_after: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2

tactic: let m_prod : MeasurableSpace (Set.Iic i × Ω) := Subtype.instMeasurableSpace.prod (f i)
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2
state_after: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2

tactic: let m_set : ∀ t : Set (Set.Iic i × Ω), MeasurableSpace t := fun _ =>
  @Subtype.instMeasurableSpace (Set.Iic i × Ω) _ m_prod
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2
state_after: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2

tactic: let s := {p : Set.Iic i × Ω | τ p.2 ≤ i}
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2
state_after: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2

tactic: have hs : MeasurableSet[m_prod] s := @measurable_snd (Set.Iic i) Ω _ (f i) _ (hτ i)
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2
state_after: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2

tactic: have h_meas_fst : ∀ t : Set (Set.Iic i × Ω),
    Measurable[m_set t] fun x : t => ((x : Set.Iic i × Ω).fst : ι) :=
  fun t => (@measurable_subtype_coe (Set.Iic i × Ω) m_prod _).fst.subtype_val
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2
state_after: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2

tactic: apply Measurable.stronglyMeasurable
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
⊢ StronglyMeasurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2
state_after: case hf
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
⊢ Measurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2

tactic: refine measurable_of_restrict_of_restrict_compl hs ?_ ?_
state_before: case hf
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
⊢ Measurable fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2
state_after: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
⊢ Measurable (s.restrict fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2)

case hf.refine_2
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
⊢ Measurable (sᶜ.restrict fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2)

tactic: refine @Measurable.min _ _ _ _ _ (m_set s) _ _ _ _ _ (h_meas_fst s) ?_
state_before: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
⊢ Measurable (s.restrict fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2)
state_after: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
⊢ Measurable fun a => τ (↑a).2

tactic: refine @measurable_of_Iic ι s _ _ _ (m_set s) _ _ _ _ fun j => ?_
state_before: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
⊢ Measurable fun a => τ (↑a).2
state_after: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
⊢ MeasurableSet ((fun a => τ (↑a).2) ⁻¹' Set.Iic j)

tactic: have h_set_eq : (fun x : s => τ (x : Set.Iic i × Ω).snd) ⁻¹' Set.Iic j =
    (fun x : s => (x : Set.Iic i × Ω).snd) ⁻¹' {ω | τ ω ≤ min i j} := by
  ext1 ω
  simp only [Set.mem_preimage, Set.mem_Iic, iff_and_self, le_min_iff, Set.mem_setOf_eq]
  exact fun _ => ω.prop
state_before: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
⊢ MeasurableSet ((fun a => τ (↑a).2) ⁻¹' Set.Iic j)
state_after: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
h_set_eq : (fun x => τ (↑x).2) ⁻¹' Set.Iic j = (fun x => (↑x).2) ⁻¹' {ω | τ ω ≤ min i j}
⊢ MeasurableSet ((fun a => τ (↑a).2) ⁻¹' Set.Iic j)

tactic: rw [h_set_eq]
state_before: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
h_set_eq : (fun x => τ (↑x).2) ⁻¹' Set.Iic j = (fun x => (↑x).2) ⁻¹' {ω | τ ω ≤ min i j}
⊢ MeasurableSet ((fun a => τ (↑a).2) ⁻¹' Set.Iic j)
state_after: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
h_set_eq : (fun x => τ (↑x).2) ⁻¹' Set.Iic j = (fun x => (↑x).2) ⁻¹' {ω | τ ω ≤ min i j}
⊢ MeasurableSet ((fun x => (↑x).2) ⁻¹' {ω | τ ω ≤ min i j})

tactic: suffices h_meas : @Measurable _ _ (m_set s) (f i) fun x : s ↦ (x : Set.Iic i × Ω).snd from
  h_meas (f.mono (min_le_left _ _) _ (hτ.measurableSet_le (min i j)))
state_before: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
h_set_eq : (fun x => τ (↑x).2) ⁻¹' Set.Iic j = (fun x => (↑x).2) ⁻¹' {ω | τ ω ≤ min i j}
⊢ MeasurableSet ((fun x => (↑x).2) ⁻¹' {ω | τ ω ≤ min i j})
state_after: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
h_set_eq : (fun x => τ (↑x).2) ⁻¹' Set.Iic j = (fun x => (↑x).2) ⁻¹' {ω | τ ω ≤ min i j}
⊢ Measurable fun x => (↑x).2

tactic: exact measurable_snd.comp (@measurable_subtype_coe _ m_prod _)
state_before: case hf.refine_1
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
h_set_eq : (fun x => τ (↑x).2) ⁻¹' Set.Iic j = (fun x => (↑x).2) ⁻¹' {ω | τ ω ≤ min i j}
⊢ Measurable fun x => (↑x).2
state_after: no goals

tactic: ext1 ω
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
⊢ (fun x => τ (↑x).2) ⁻¹' Set.Iic j = (fun x => (↑x).2) ⁻¹' {ω | τ ω ≤ min i j}
state_after: case h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
ω : ↑s
⊢ ω ∈ (fun x => τ (↑x).2) ⁻¹' Set.Iic j ↔ ω ∈ (fun x => (↑x).2) ⁻¹' {ω | τ ω ≤ min i j}

tactic: simp only [Set.mem_preimage, Set.mem_Iic, iff_and_self, le_min_iff, Set.mem_setOf_eq]
state_before: case h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
ω : ↑s
⊢ ω ∈ (fun x => τ (↑x).2) ⁻¹' Set.Iic j ↔ ω ∈ (fun x => (↑x).2) ⁻¹' {ω | τ ω ≤ min i j}
state_after: case h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
ω : ↑s
⊢ τ (↑ω).2 ≤ j → τ (↑ω).2 ≤ i

tactic: exact fun _ => ω.prop
state_before: case h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
j : ι
ω : ↑s
⊢ τ (↑ω).2 ≤ j → τ (↑ω).2 ≤ i
state_after: no goals

tactic: letI sc := sᶜ
state_before: case hf.refine_2
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
⊢ Measurable (sᶜ.restrict fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2)
state_after: case hf.refine_2
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
⊢ Measurable (sᶜ.restrict fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2)

tactic: suffices h_min_eq_left :
  (fun x : sc => min (↑(x : Set.Iic i × Ω).fst) (τ (x : Set.Iic i × Ω).snd)) = fun x : sc =>
    ↑(x : Set.Iic i × Ω).fst by
  simp (config := { unfoldPartialApp := true }) only [Set.restrict, h_min_eq_left]
  exact h_meas_fst _
state_before: case hf.refine_2
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
⊢ Measurable (sᶜ.restrict fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2)
state_after: case hf.refine_2
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
⊢ (fun x => min (↑(↑x).1) (τ (↑x).2)) = fun x => ↑(↑x).1

tactic: ext1 ω
state_before: case hf.refine_2
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
⊢ (fun x => min (↑(↑x).1) (τ (↑x).2)) = fun x => ↑(↑x).1
state_after: case hf.refine_2.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
ω : ↑sc
⊢ min (↑(↑ω).1) (τ (↑ω).2) = ↑(↑ω).1

tactic: rw [min_eq_left]
state_before: case hf.refine_2.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
ω : ↑sc
⊢ min (↑(↑ω).1) (τ (↑ω).2) = ↑(↑ω).1
state_after: case hf.refine_2.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
ω : ↑sc
⊢ ↑(↑ω).1 ≤ τ (↑ω).2

tactic: have hx_fst_le : ↑(ω : Set.Iic i × Ω).fst ≤ i := (ω : Set.Iic i × Ω).fst.prop
state_before: case hf.refine_2.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
ω : ↑sc
⊢ ↑(↑ω).1 ≤ τ (↑ω).2
state_after: case hf.refine_2.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
ω : ↑sc
hx_fst_le : ↑(↑ω).1 ≤ i
⊢ ↑(↑ω).1 ≤ τ (↑ω).2

tactic: refine hx_fst_le.trans (le_of_lt ?_)
state_before: case hf.refine_2.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
ω : ↑sc
hx_fst_le : ↑(↑ω).1 ≤ i
⊢ ↑(↑ω).1 ≤ τ (↑ω).2
state_after: case hf.refine_2.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
ω : ↑sc
hx_fst_le : ↑(↑ω).1 ≤ i
⊢ i < τ (↑ω).2

tactic: convert ω.prop
state_before: case hf.refine_2.h
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
ω : ↑sc
hx_fst_le : ↑(↑ω).1 ≤ i
⊢ i < τ (↑ω).2
state_after: case a
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
ω : ↑sc
hx_fst_le : ↑(↑ω).1 ≤ i
⊢ i < τ (↑ω).2 ↔ ↑ω ∈ sc

tactic: simp only [sc, s, not_le, Set.mem_compl_iff, Set.mem_setOf_eq]
state_before: case a
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
ω : ↑sc
hx_fst_le : ↑(↑ω).1 ≤ i
⊢ i < τ (↑ω).2 ↔ ↑ω ∈ sc
state_after: no goals

tactic: simp (config := { unfoldPartialApp := true }) only [Set.restrict, h_min_eq_left]
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
h_min_eq_left : (fun x => min (↑(↑x).1) (τ (↑x).2)) = fun x => ↑(↑x).1
⊢ Measurable (sᶜ.restrict fun p => (fun i ω => min i (τ ω)) (↑p.1) p.2)
state_after: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
h_min_eq_left : (fun x => min (↑(↑x).1) (τ (↑x).2)) = fun x => ↑(↑x).1
⊢ Measurable fun x => ↑(↑x).1

tactic: exact h_meas_fst _
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
u : ι → Ω → β
τ : Ω → ι
f : Filtration ι m
inst✝ : MetrizableSpace ι
hτ : IsStoppingTime f τ
i : ι
m_prod : MeasurableSpace (↑(Set.Iic i) × Ω) := Subtype.instMeasurableSpace.prod (↑f i)
m_set : (t : Set (↑(Set.Iic i) × Ω)) → MeasurableSpace ↑t := fun x => Subtype.instMeasurableSpace
s : Set (↑(Set.Iic i) × Ω) := {p | τ p.2 ≤ i}
hs : MeasurableSet s
h_meas_fst : ∀ (t : Set (↑(Set.Iic i) × Ω)), Measurable fun x => ↑(↑x).1
sc : Set (↑(Set.Iic i) × Ω) := sᶜ
h_min_eq_left : (fun x => min (↑(↑x).1) (τ (↑x).2)) = fun x => ↑(↑x).1
⊢ Measurable fun x => ↑(↑x).1
state_after: no goals