-- Mathlib/Probability/Martingale/OptionalSampling.lean
theorem stoppedValue_min_ae_eq_condExp [SigmaFiniteFiltration μ ℱ] (h : Martingale f ℱ μ)
    (hτ : IsStoppingTime ℱ τ) (hσ : IsStoppingTime ℱ σ) {n : ι} (hτ_le : ∀ x, τ x ≤ n)
    [h_sf_min : SigmaFinite (μ.trim (hτ.min hσ).measurableSpace_le)] :
    (stoppedValue f fun x => min (σ x) (τ x)) =ᵐ[μ] μ[stoppedValue f τ|hσ.measurableSpace]

Proof state:
case refine_1
Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝¹³ : NormedAddCommGroup E
inst✝¹² : NormedSpace ℝ E
inst✝¹¹ : CompleteSpace E
ι : Type u_3
inst✝¹⁰ : LinearOrder ι
inst✝⁹ : LocallyFiniteOrder ι
inst✝⁸ : OrderBot ι
inst✝⁷ : TopologicalSpace ι
inst✝⁶ : DiscreteTopology ι
inst✝⁵ : MeasurableSpace ι
inst✝⁴ : BorelSpace ι
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
inst✝¹ : SecondCountableTopology E
ℱ : Filtration ι m
τ σ : Ω → ι
f : ι → Ω → E
inst✝ : SigmaFiniteFiltration μ ℱ
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
n : ι
hτ_le : ∀ (x : Ω), τ x ≤ n
h_sf_min : SigmaFinite (μ.trim ⋯)
⊢ ∀ᵐ (x : Ω) ∂μ.restrict {x | σ x ≤ τ x},
    (μ[stoppedValue f τ|⋯.measurableSpace]) x = (μ[stoppedValue f τ|hσ.measurableSpace]) x

Tactic:
exact condExp_min_stopping_time_ae_eq_restrict_le hσ hτ

Result:
no goals

Proof state:
Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝¹³ : NormedAddCommGroup E
inst✝¹² : NormedSpace ℝ E
inst✝¹¹ : CompleteSpace E
ι : Type u_3
inst✝¹⁰ : LinearOrder ι
inst✝⁹ : LocallyFiniteOrder ι
inst✝⁸ : OrderBot ι
inst✝⁷ : TopologicalSpace ι
inst✝⁶ : DiscreteTopology ι
inst✝⁵ : MeasurableSpace ι
inst✝⁴ : BorelSpace ι
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
inst✝¹ : SecondCountableTopology E
ℱ : Filtration ι m
τ σ : Ω → ι
f : ι → Ω → E
inst✝ : SigmaFiniteFiltration μ ℱ
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
n : ι
hτ_le : ∀ (x : Ω), τ x ≤ n
h_sf_min : SigmaFinite (μ.trim ⋯)
this : μ[stoppedValue f τ|⋯.measurableSpace] =ᶠ[ae (μ.restrict {x | τ x ≤ σ x})] μ[stoppedValue f τ|hσ.measurableSpace]
⊢ ∀ᵐ (x : Ω) ∂μ,
    x ∈ {ω | σ ω ≤ τ ω}ᶜ → (μ[stoppedValue f τ|⋯.measurableSpace]) x = (μ[stoppedValue f τ|hσ.measurableSpace]) x

Tactic:
rw [Filter.EventuallyEq, ae_restrict_iff'] at this

Result:
Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝¹³ : NormedAddCommGroup E
inst✝¹² : NormedSpace ℝ E
inst✝¹¹ : CompleteSpace E
ι : Type u_3
inst✝¹⁰ : LinearOrder ι
inst✝⁹ : LocallyFiniteOrder ι
inst✝⁸ : OrderBot ι
inst✝⁷ : TopologicalSpace ι
inst✝⁶ : DiscreteTopology ι
inst✝⁵ : MeasurableSpace ι
inst✝⁴ : BorelSpace ι
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
inst✝¹ : SecondCountableTopology E
ℱ : Filtration ι m
τ σ : Ω → ι
f : ι → Ω → E
inst✝ : SigmaFiniteFiltration μ ℱ
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
n : ι
hτ_le : ∀ (x : Ω), τ x ≤ n
h_sf_min : SigmaFinite (μ.trim ⋯)
this :
  ∀ᵐ (x : Ω) ∂μ,
    x ∈ {x | τ x ≤ σ x} → (μ[stoppedValue f τ|⋯.measurableSpace]) x = (μ[stoppedValue f τ|hσ.measurableSpace]) x
⊢ ∀ᵐ (x : Ω) ∂μ,
    x ∈ {ω | σ ω ≤ τ ω}ᶜ → (μ[stoppedValue f τ|⋯.measurableSpace]) x = (μ[stoppedValue f τ|hσ.measurableSpace]) x

Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝¹³ : NormedAddCommGroup E
inst✝¹² : NormedSpace ℝ E
inst✝¹¹ : CompleteSpace E
ι : Type u_3
inst✝¹⁰ : LinearOrder ι
inst✝⁹ : LocallyFiniteOrder ι
inst✝⁸ : OrderBot ι
inst✝⁷ : TopologicalSpace ι
inst✝⁶ : DiscreteTopology ι
inst✝⁵ : MeasurableSpace ι
inst✝⁴ : BorelSpace ι
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
inst✝¹ : SecondCountableTopology E
ℱ : Filtration ι m
τ σ : Ω → ι
f : ι → Ω → E
inst✝ : SigmaFiniteFiltration μ ℱ
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
n : ι
hτ_le : ∀ (x : Ω), τ x ≤ n
h_sf_min : SigmaFinite (μ.trim ⋯)
this :
  ∀ᵐ (x : Ω) ∂μ.restrict {x | τ x ≤ σ x},
    (μ[stoppedValue f τ|⋯.measurableSpace]) x = (μ[stoppedValue f τ|hσ.measurableSpace]) x
⊢ MeasurableSet {x | τ x ≤ σ x}

Proof state:
Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝¹³ : NormedAddCommGroup E
inst✝¹² : NormedSpace ℝ E
inst✝¹¹ : CompleteSpace E
ι : Type u_3
inst✝¹⁰ : LinearOrder ι
inst✝⁹ : LocallyFiniteOrder ι
inst✝⁸ : OrderBot ι
inst✝⁷ : TopologicalSpace ι
inst✝⁶ : DiscreteTopology ι
inst✝⁵ : MeasurableSpace ι
inst✝⁴ : BorelSpace ι
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
inst✝¹ : SecondCountableTopology E
ℱ : Filtration ι m
τ σ : Ω → ι
f : ι → Ω → E
inst✝ : SigmaFiniteFiltration μ ℱ
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
n : ι
hτ_le : ∀ (x : Ω), τ x ≤ n
h_sf_min : SigmaFinite (μ.trim ⋯)
this :
  ∀ᵐ (x : Ω) ∂μ,
    x ∈ {x | τ x ≤ σ x} → (μ[stoppedValue f τ|⋯.measurableSpace]) x = (μ[stoppedValue f τ|hσ.measurableSpace]) x
⊢ ∀ᵐ (x : Ω) ∂μ,
    x ∈ {ω | σ ω ≤ τ ω}ᶜ → (μ[stoppedValue f τ|⋯.measurableSpace]) x = (μ[stoppedValue f τ|hσ.measurableSpace]) x

Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝¹³ : NormedAddCommGroup E
inst✝¹² : NormedSpace ℝ E
inst✝¹¹ : CompleteSpace E
ι : Type u_3
inst✝¹⁰ : LinearOrder ι
inst✝⁹ : LocallyFiniteOrder ι
inst✝⁸ : OrderBot ι
inst✝⁷ : TopologicalSpace ι
inst✝⁶ : DiscreteTopology ι
inst✝⁵ : MeasurableSpace ι
inst✝⁴ : BorelSpace ι
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
inst✝¹ : SecondCountableTopology E
ℱ : Filtration ι m
τ σ : Ω → ι
f : ι → Ω → E
inst✝ : SigmaFiniteFiltration μ ℱ
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
n : ι
hτ_le : ∀ (x : Ω), τ x ≤ n
h_sf_min : SigmaFinite (μ.trim ⋯)
this :
  ∀ᵐ (x : Ω) ∂μ.restrict {x | τ x ≤ σ x},
    (μ[stoppedValue f τ|⋯.measurableSpace]) x = (μ[stoppedValue f τ|hσ.measurableSpace]) x
⊢ MeasurableSet {x | τ x ≤ σ x}

Tactic:
swap

Result:
Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝¹³ : NormedAddCommGroup E
inst✝¹² : NormedSpace ℝ E
inst✝¹¹ : CompleteSpace E
ι : Type u_3
inst✝¹⁰ : LinearOrder ι
inst✝⁹ : LocallyFiniteOrder ι
inst✝⁸ : OrderBot ι
inst✝⁷ : TopologicalSpace ι
inst✝⁶ : DiscreteTopology ι
inst✝⁵ : MeasurableSpace ι
inst✝⁴ : BorelSpace ι
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
inst✝¹ : SecondCountableTopology E
ℱ : Filtration ι m
τ σ : Ω → ι
f : ι → Ω → E
inst✝ : SigmaFiniteFiltration μ ℱ
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
n : ι
hτ_le : ∀ (x : Ω), τ x ≤ n
h_sf_min : SigmaFinite (μ.trim ⋯)
this :
  ∀ᵐ (x : Ω) ∂μ.restrict {x | τ x ≤ σ x},
    (μ[stoppedValue f τ|⋯.measurableSpace]) x = (μ[stoppedValue f τ|hσ.measurableSpace]) x
⊢ MeasurableSet {x | τ x ≤ σ x}

Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝¹³ : NormedAddCommGroup E
inst✝¹² : NormedSpace ℝ E
inst✝¹¹ : CompleteSpace E
ι : Type u_3
inst✝¹⁰ : LinearOrder ι
inst✝⁹ : LocallyFiniteOrder ι
inst✝⁸ : OrderBot ι
inst✝⁷ : TopologicalSpace ι
inst✝⁶ : DiscreteTopology ι
inst✝⁵ : MeasurableSpace ι
inst✝⁴ : BorelSpace ι
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
inst✝¹ : SecondCountableTopology E
ℱ : Filtration ι m
τ σ : Ω → ι
f : ι → Ω → E
inst✝ : SigmaFiniteFiltration μ ℱ
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
hσ : IsStoppingTime ℱ σ
n : ι
hτ_le : ∀ (x : Ω), τ x ≤ n
h_sf_min : SigmaFinite (μ.trim ⋯)
this :
  ∀ᵐ (x : Ω) ∂μ,
    x ∈ {x | τ x ≤ σ x} → (μ[stoppedValue f τ|⋯.measurableSpace]) x = (μ[stoppedValue f τ|hσ.measurableSpace]) x
⊢ ∀ᵐ (x : Ω) ∂μ,
    x ∈ {ω | σ ω ≤ τ ω}ᶜ → (μ[stoppedValue f τ|⋯.measurableSpace]) x = (μ[stoppedValue f τ|hσ.measurableSpace]) x