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

tactic: have : SigmaFinite (μ.trim hτ.measurableSpace_le) :=
  haveI h_le : (hτ.min_const i).measurableSpace ≤ hτ.measurableSpace := by
    rw [IsStoppingTime.measurableSpace_min_const]
    exact inf_le_left
  sigmaFiniteTrim_mono _ h_le
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
μ : Measure Ω
ℱ : Filtration ι m
τ σ : Ω → ι
E : Type u_4
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : CompleteSpace E
f : Ω → E
inst✝¹ : atTop.IsCountablyGenerated
hτ : IsStoppingTime ℱ τ
i : ι
inst✝ : SigmaFinite (μ.trim ⋯)
⊢ μ[f|⋯.measurableSpace] =ᶠ[ae (μ.restrict {x | τ x ≤ i})] μ[f|hτ.measurableSpace]
state_after: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
μ : Measure Ω
ℱ : Filtration ι m
τ σ : Ω → ι
E : Type u_4
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : CompleteSpace E
f : Ω → E
inst✝¹ : atTop.IsCountablyGenerated
hτ : IsStoppingTime ℱ τ
i : ι
inst✝ : SigmaFinite (μ.trim ⋯)
this : SigmaFinite (μ.trim ⋯)
⊢ μ[f|⋯.measurableSpace] =ᶠ[ae (μ.restrict {x | τ x ≤ i})] μ[f|hτ.measurableSpace]

tactic: refine (condexp_ae_eq_restrict_of_measurableSpace_eq_on hτ.measurableSpace_le
  (hτ.min_const i).measurableSpace_le (hτ.measurableSet_le' i) fun t => ?_).symm
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
μ : Measure Ω
ℱ : Filtration ι m
τ σ : Ω → ι
E : Type u_4
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : CompleteSpace E
f : Ω → E
inst✝¹ : atTop.IsCountablyGenerated
hτ : IsStoppingTime ℱ τ
i : ι
inst✝ : SigmaFinite (μ.trim ⋯)
this : SigmaFinite (μ.trim ⋯)
⊢ μ[f|⋯.measurableSpace] =ᶠ[ae (μ.restrict {x | τ x ≤ i})] μ[f|hτ.measurableSpace]
state_after: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
μ : Measure Ω
ℱ : Filtration ι m
τ σ : Ω → ι
E : Type u_4
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : CompleteSpace E
f : Ω → E
inst✝¹ : atTop.IsCountablyGenerated
hτ : IsStoppingTime ℱ τ
i : ι
inst✝ : SigmaFinite (μ.trim ⋯)
this : SigmaFinite (μ.trim ⋯)
t : Set Ω
⊢ MeasurableSet ({ω | τ ω ≤ i} ∩ t) ↔ MeasurableSet ({ω | τ ω ≤ i} ∩ t)

tactic: rw [Set.inter_comm _ t, hτ.measurableSet_inter_le_const_iff]
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
μ : Measure Ω
ℱ : Filtration ι m
τ σ : Ω → ι
E : Type u_4
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : CompleteSpace E
f : Ω → E
inst✝¹ : atTop.IsCountablyGenerated
hτ : IsStoppingTime ℱ τ
i : ι
inst✝ : SigmaFinite (μ.trim ⋯)
this : SigmaFinite (μ.trim ⋯)
t : Set Ω
⊢ MeasurableSet ({ω | τ ω ≤ i} ∩ t) ↔ MeasurableSet ({ω | τ ω ≤ i} ∩ t)
state_after: no goals

tactic: rw [IsStoppingTime.measurableSpace_min_const]
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
μ : Measure Ω
ℱ : Filtration ι m
τ σ : Ω → ι
E : Type u_4
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : CompleteSpace E
f : Ω → E
inst✝¹ : atTop.IsCountablyGenerated
hτ : IsStoppingTime ℱ τ
i : ι
inst✝ : SigmaFinite (μ.trim ⋯)
⊢ ⋯.measurableSpace ≤ hτ.measurableSpace
state_after: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
μ : Measure Ω
ℱ : Filtration ι m
τ σ : Ω → ι
E : Type u_4
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : CompleteSpace E
f : Ω → E
inst✝¹ : atTop.IsCountablyGenerated
hτ : IsStoppingTime ℱ τ
i : ι
inst✝ : SigmaFinite (μ.trim ⋯)
⊢ ?hτ.measurableSpace ⊓ ↑ℱ i ≤ hτ.measurableSpace

case hτ
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
μ : Measure Ω
ℱ : Filtration ι m
τ σ : Ω → ι
E : Type u_4
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : CompleteSpace E
f : Ω → E
inst✝¹ : atTop.IsCountablyGenerated
hτ : IsStoppingTime ℱ τ
i : ι
inst✝ : SigmaFinite (μ.trim ⋯)
⊢ IsStoppingTime ℱ τ

tactic: exact inf_le_left
state_before: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
μ : Measure Ω
ℱ : Filtration ι m
τ σ : Ω → ι
E : Type u_4
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : CompleteSpace E
f : Ω → E
inst✝¹ : atTop.IsCountablyGenerated
hτ : IsStoppingTime ℱ τ
i : ι
inst✝ : SigmaFinite (μ.trim ⋯)
⊢ ?hτ.measurableSpace ⊓ ↑ℱ i ≤ hτ.measurableSpace

case hτ
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁵ : LinearOrder ι
μ : Measure Ω
ℱ : Filtration ι m
τ σ : Ω → ι
E : Type u_4
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : CompleteSpace E
f : Ω → E
inst✝¹ : atTop.IsCountablyGenerated
hτ : IsStoppingTime ℱ τ
i : ι
inst✝ : SigmaFinite (μ.trim ⋯)
⊢ IsStoppingTime ℱ τ
state_after: no goals