Theorem: MeasureTheory.Martingale.stoppedValue_ae_eq_condexp_of_le_of_countable_range
File: Mathlib/Probability/Martingale/OptionalSampling.lean

tactic: have : SigmaFinite (μ.trim (hτ.measurableSpace_le_of_le hτ_le)) :=
  sigmaFiniteTrim_mono _ (IsStoppingTime.measurableSpace_mono hσ hτ hσ_le_τ)
state_before: Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁸ : NormedAddCommGroup E
inst✝⁷ : NormedSpace ℝ E
inst✝⁶ : CompleteSpace E
ι : Type u_3
inst✝⁵ : LinearOrder ι
inst✝⁴ : TopologicalSpace ι
inst✝³ : OrderTopology ι
inst✝² : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝¹ : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
hσ_le_τ : σ ≤ τ
hτ_le : ∀ (x : Ω), τ x ≤ n
hτ_countable_range : (Set.range τ).Countable
hσ_countable_range : (Set.range σ).Countable
inst✝ : SigmaFinite (μ.trim ⋯)
⊢ stoppedValue f σ =ᶠ[ae μ] μ[stoppedValue f τ|hσ.measurableSpace]
state_after: Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁸ : NormedAddCommGroup E
inst✝⁷ : NormedSpace ℝ E
inst✝⁶ : CompleteSpace E
ι : Type u_3
inst✝⁵ : LinearOrder ι
inst✝⁴ : TopologicalSpace ι
inst✝³ : OrderTopology ι
inst✝² : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝¹ : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
hσ_le_τ : σ ≤ τ
hτ_le : ∀ (x : Ω), τ x ≤ n
hτ_countable_range : (Set.range τ).Countable
hσ_countable_range : (Set.range σ).Countable
inst✝ : SigmaFinite (μ.trim ⋯)
this : SigmaFinite (μ.trim ⋯)
⊢ stoppedValue f σ =ᶠ[ae μ] μ[stoppedValue f τ|hσ.measurableSpace]

tactic: have : μ[stoppedValue f τ|hσ.measurableSpace] =ᵐ[μ]
    μ[μ[f n|hτ.measurableSpace]|hσ.measurableSpace] := condexp_congr_ae
  (h.stoppedValue_ae_eq_condexp_of_le_const_of_countable_range hτ hτ_le hτ_countable_range)
state_before: Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁸ : NormedAddCommGroup E
inst✝⁷ : NormedSpace ℝ E
inst✝⁶ : CompleteSpace E
ι : Type u_3
inst✝⁵ : LinearOrder ι
inst✝⁴ : TopologicalSpace ι
inst✝³ : OrderTopology ι
inst✝² : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝¹ : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
hσ_le_τ : σ ≤ τ
hτ_le : ∀ (x : Ω), τ x ≤ n
hτ_countable_range : (Set.range τ).Countable
hσ_countable_range : (Set.range σ).Countable
inst✝ : SigmaFinite (μ.trim ⋯)
this : SigmaFinite (μ.trim ⋯)
⊢ stoppedValue f σ =ᶠ[ae μ] μ[stoppedValue f τ|hσ.measurableSpace]
state_after: Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁸ : NormedAddCommGroup E
inst✝⁷ : NormedSpace ℝ E
inst✝⁶ : CompleteSpace E
ι : Type u_3
inst✝⁵ : LinearOrder ι
inst✝⁴ : TopologicalSpace ι
inst✝³ : OrderTopology ι
inst✝² : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝¹ : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
hσ_le_τ : σ ≤ τ
hτ_le : ∀ (x : Ω), τ x ≤ n
hτ_countable_range : (Set.range τ).Countable
hσ_countable_range : (Set.range σ).Countable
inst✝ : SigmaFinite (μ.trim ⋯)
this✝ : SigmaFinite (μ.trim ⋯)
this : μ[stoppedValue f τ|hσ.measurableSpace] =ᶠ[ae μ] μ[μ[f n|hτ.measurableSpace]|hσ.measurableSpace]
⊢ stoppedValue f σ =ᶠ[ae μ] μ[stoppedValue f τ|hσ.measurableSpace]

tactic: refine (Filter.EventuallyEq.trans ?_
  (condexp_condexp_of_le ?_ (hτ.measurableSpace_le_of_le hτ_le)).symm).trans this.symm
state_before: Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁸ : NormedAddCommGroup E
inst✝⁷ : NormedSpace ℝ E
inst✝⁶ : CompleteSpace E
ι : Type u_3
inst✝⁵ : LinearOrder ι
inst✝⁴ : TopologicalSpace ι
inst✝³ : OrderTopology ι
inst✝² : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝¹ : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
hσ_le_τ : σ ≤ τ
hτ_le : ∀ (x : Ω), τ x ≤ n
hτ_countable_range : (Set.range τ).Countable
hσ_countable_range : (Set.range σ).Countable
inst✝ : SigmaFinite (μ.trim ⋯)
this✝ : SigmaFinite (μ.trim ⋯)
this : μ[stoppedValue f τ|hσ.measurableSpace] =ᶠ[ae μ] μ[μ[f n|hτ.measurableSpace]|hσ.measurableSpace]
⊢ stoppedValue f σ =ᶠ[ae μ] μ[stoppedValue f τ|hσ.measurableSpace]
state_after: case refine_1
Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁸ : NormedAddCommGroup E
inst✝⁷ : NormedSpace ℝ E
inst✝⁶ : CompleteSpace E
ι : Type u_3
inst✝⁵ : LinearOrder ι
inst✝⁴ : TopologicalSpace ι
inst✝³ : OrderTopology ι
inst✝² : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝¹ : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
hσ_le_τ : σ ≤ τ
hτ_le : ∀ (x : Ω), τ x ≤ n
hτ_countable_range : (Set.range τ).Countable
hσ_countable_range : (Set.range σ).Countable
inst✝ : SigmaFinite (μ.trim ⋯)
this✝ : SigmaFinite (μ.trim ⋯)
this : μ[stoppedValue f τ|hσ.measurableSpace] =ᶠ[ae μ] μ[μ[f n|hτ.measurableSpace]|hσ.measurableSpace]
⊢ stoppedValue f σ =ᶠ[ae μ] μ[f n|hσ.measurableSpace]

case refine_2
Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁸ : NormedAddCommGroup E
inst✝⁷ : NormedSpace ℝ E
inst✝⁶ : CompleteSpace E
ι : Type u_3
inst✝⁵ : LinearOrder ι
inst✝⁴ : TopologicalSpace ι
inst✝³ : OrderTopology ι
inst✝² : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝¹ : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
hσ_le_τ : σ ≤ τ
hτ_le : ∀ (x : Ω), τ x ≤ n
hτ_countable_range : (Set.range τ).Countable
hσ_countable_range : (Set.range σ).Countable
inst✝ : SigmaFinite (μ.trim ⋯)
this✝ : SigmaFinite (μ.trim ⋯)
this : μ[stoppedValue f τ|hσ.measurableSpace] =ᶠ[ae μ] μ[μ[f n|hτ.measurableSpace]|hσ.measurableSpace]
⊢ hσ.measurableSpace ≤ hτ.measurableSpace

tactic: exact h.stoppedValue_ae_eq_condexp_of_le_const_of_countable_range hσ
  (fun x => (hσ_le_τ x).trans (hτ_le x)) hσ_countable_range
state_before: case refine_1
Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁸ : NormedAddCommGroup E
inst✝⁷ : NormedSpace ℝ E
inst✝⁶ : CompleteSpace E
ι : Type u_3
inst✝⁵ : LinearOrder ι
inst✝⁴ : TopologicalSpace ι
inst✝³ : OrderTopology ι
inst✝² : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝¹ : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
hσ_le_τ : σ ≤ τ
hτ_le : ∀ (x : Ω), τ x ≤ n
hτ_countable_range : (Set.range τ).Countable
hσ_countable_range : (Set.range σ).Countable
inst✝ : SigmaFinite (μ.trim ⋯)
this✝ : SigmaFinite (μ.trim ⋯)
this : μ[stoppedValue f τ|hσ.measurableSpace] =ᶠ[ae μ] μ[μ[f n|hτ.measurableSpace]|hσ.measurableSpace]
⊢ stoppedValue f σ =ᶠ[ae μ] μ[f n|hσ.measurableSpace]
state_after: no goals

tactic: exact hσ.measurableSpace_mono hτ hσ_le_τ
state_before: case refine_2
Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁸ : NormedAddCommGroup E
inst✝⁷ : NormedSpace ℝ E
inst✝⁶ : CompleteSpace E
ι : Type u_3
inst✝⁵ : LinearOrder ι
inst✝⁴ : TopologicalSpace ι
inst✝³ : OrderTopology ι
inst✝² : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝¹ : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
hσ_le_τ : σ ≤ τ
hτ_le : ∀ (x : Ω), τ x ≤ n
hτ_countable_range : (Set.range τ).Countable
hσ_countable_range : (Set.range σ).Countable
inst✝ : SigmaFinite (μ.trim ⋯)
this✝ : SigmaFinite (μ.trim ⋯)
this : μ[stoppedValue f τ|hσ.measurableSpace] =ᶠ[ae μ] μ[μ[f n|hτ.measurableSpace]|hσ.measurableSpace]
⊢ hσ.measurableSpace ≤ hτ.measurableSpace
state_after: no goals