-- Mathlib/Probability/Process/Stopping.lean
theorem IsStoppingTime.measurableSet_lt (hτ : IsStoppingTime f τ) (i : ι) :
    MeasurableSet[f i] {ω | τ ω < i}

Proof state:
case intro.inr
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i) i'
h_Iio_eq_Iic : Set.Iio i = Set.Iic i'
h_lt_eq_preimage : {ω | τ ω < i} = τ ⁻¹' Set.Iio i
⊢ MeasurableSet (τ ⁻¹' Set.Iic i')

Tactic:
exact f.mono (lub_Iio_le i hi'_lub) _ (hτ.measurableSet_le i')

Result:
no goals

Proof state:
case intro.inl
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i') i'
hi'_eq_i : i' = i
⊢ MeasurableSet {ω | τ ω < i'}

Tactic:
exact hτ.measurableSet_lt_of_isLUB i' hi'_lub

Result:
no goals

Proof state:
case intro
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i) i'
⊢ MeasurableSet {ω | τ ω < i}

Tactic:
rcases lub_Iio_eq_self_or_Iio_eq_Iic i hi'_lub with hi'_eq_i | h_Iio_eq_Iic

Result:
case intro.inl
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i) i'
hi'_eq_i : i' = i
⊢ MeasurableSet {ω | τ ω < i}

case intro.inr
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i) i'
h_Iio_eq_Iic : Set.Iio i = Set.Iic i'
⊢ MeasurableSet {ω | τ ω < i}

Proof state:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
⊢ MeasurableSet {ω | τ ω < i}

Tactic:
obtain ⟨i', hi'_lub⟩ : ∃ i', IsLUB (Set.Iio i) i' := exists_lub_Iio i

Result:
case intro
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i) i'
⊢ MeasurableSet {ω | τ ω < i}

Proof state:
case intro.inr
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i) i'
h_Iio_eq_Iic : Set.Iio i = Set.Iic i'
⊢ MeasurableSet {ω | τ ω < i}

Tactic:
have h_lt_eq_preimage : {ω : Ω | τ ω < i} = τ ⁻¹' Set.Iio i := rfl

Result:
case intro.inr
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i) i'
h_Iio_eq_Iic : Set.Iio i = Set.Iic i'
h_lt_eq_preimage : {ω | τ ω < i} = τ ⁻¹' Set.Iio i
⊢ MeasurableSet {ω | τ ω < i}

Proof state:
case intro.inr
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i) i'
h_Iio_eq_Iic : Set.Iio i = Set.Iic i'
h_lt_eq_preimage : {ω | τ ω < i} = τ ⁻¹' Set.Iio i
⊢ MeasurableSet {ω | τ ω < i}

Tactic:
rw [h_lt_eq_preimage, h_Iio_eq_Iic]

Result:
case intro.inr
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i) i'
h_Iio_eq_Iic : Set.Iio i = Set.Iic i'
h_lt_eq_preimage : {ω | τ ω < i} = τ ⁻¹' Set.Iio i
⊢ MeasurableSet (τ ⁻¹' Set.Iic i')

Proof state:
case intro.inl
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i) i'
hi'_eq_i : i' = i
⊢ MeasurableSet {ω | τ ω < i}

Tactic:
rw [← hi'_eq_i] at hi'_lub ⊢

Result:
case intro.inl
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i i' : ι
hi'_lub : IsLUB (Set.Iio i') i'
hi'_eq_i : i' = i
⊢ MeasurableSet {ω | τ ω < i'}