mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁸ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
ℱ : Filtration ι m0
inst✝⁵ : CompleteSpace E
inst✝⁴ : PartialOrder E
inst✝³ : IsOrderedAddMonoid E
inst✝² : IsOrderedModule ℝ E
inst✝¹ : ClosedIciTopology E
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → E
hf : Submartingale f ℱ μ
i j : ι
hij : i ≤ j
s : Set Ω
hs : MeasurableSet s
⊢ ∫ (a : Ω) in s, -f j a ∂μ ≤ ∫ (a : Ω) in s, -f i a ∂μ

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁸ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
ℱ : Filtration ι m0
inst✝⁵ : CompleteSpace E
inst✝⁴ : PartialOrder E
inst✝³ : IsOrderedAddMonoid E
inst✝² : IsOrderedModule ℝ E
inst✝¹ : ClosedIciTopology E
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → E
hf : Submartingale f ℱ μ
i j : ι
hij : i ≤ j
s : Set Ω
hs : MeasurableSet s
⊢ ∫ (a : Ω) in s, -f j a ∂μ ≤ ∫ (a : Ω) in s, -f i a ∂μ
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : Preorder E
inst✝ : AddLeftMono E
hf : Submartingale f ℱ μ
hg : Supermartingale g ℱ μ
⊢ Submartingale (f + -g) ℱ μ

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : Preorder E
inst✝ : AddLeftMono E
hf : Submartingale f ℱ μ
hg : Supermartingale g ℱ μ
⊢ Submartingale (f + -g) ℱ μ
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
h_eq_sum :
  μ[martingalePart f ℱ μ j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])
k : ℕ
hk : i ≤ k
this : μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] μ[f (k + 1) - f k | ↑ℱ i]
x : Ω
hx : μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] x = μ[f (k + 1) - f k | ↑ℱ i] x
⊢ 0 = 0

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
inst✝¹ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ι m0
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → ℝ
hadp : StronglyAdapted ℱ f
hint : ∀ (i : ι), Integrable (f i) μ
hf : ∀ (i j : ι), i ≤ j → ∀ (s : Set Ω), MeasurableSet s → ∫ (ω : Ω) in s, f i ω ∂μ ≤ ∫ (ω : Ω) in s, f j ω ∂μ
i j : ι
hij : i ≤ j
this : 0 ≤ᵐ[μ.trim ⋯] μ[f j | ↑ℱ i] - f i
x : Ω
hx : 0 x ≤ (μ[f j | ↑ℱ i] - f i) x
⊢ 0 ≤ μ[f j | ↑ℱ i] x - f i x

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
inst✝¹ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ι m0
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → ℝ
hadp : StronglyAdapted ℱ f
hint : ∀ (i : ι), Integrable (f i) μ
hf : ∀ (i j : ι), i ≤ j → ∀ (s : Set Ω), MeasurableSet s → ∫ (ω : Ω) in s, f i ω ∂μ ≤ ∫ (ω : Ω) in s, f j ω ∂μ
i j : ι
hij : i ≤ j
this : 0 ≤ᵐ[μ.trim ⋯] μ[f j | ↑ℱ i] - f i
x : Ω
hx : 0 x ≤ (μ[f j | ↑ℱ i] - f i) x
⊢ 0 ≤ μ[f j | ↑ℱ i] x - f i x
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: case refine_1
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
h_eq_sum :
  μ[martingalePart f ℱ μ j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])
h_ge : ∀ (k : ℕ), i ≤ k → μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] 0
k : ℕ
hk : k < i
⊢ f (k + 1) - f k =ᵐ[μ] f (k + 1) - f k

pp: case refine_1.hf
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
h_eq_sum :
  μ[martingalePart f ℱ μ j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])
h_ge : ∀ (k : ℕ), i ≤ k → μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] 0
k : ℕ
hk : k < i
⊢ StronglyMeasurable (f (k + 1) - f k)

pp: case refine_1.hfi
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
h_eq_sum :
  μ[martingalePart f ℱ μ j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])
h_ge : ∀ (k : ℕ), i ≤ k → μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] 0
k : ℕ
hk : k < i
⊢ Integrable (f (k + 1) - f k) μ

Tactic:
]

Goal state after:
case refine_1.hf
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
h_eq_sum :
  μ[martingalePart f ℱ μ j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])
h_ge : ∀ (k : ℕ), i ≤ k → μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] 0
k : ℕ
hk : k < i
⊢ StronglyMeasurable (f (k + 1) - f k)

case refine_1.hfi
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
h_eq_sum :
  μ[martingalePart f ℱ μ j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])
h_ge : ∀ (k : ℕ), i ≤ k → μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] 0
k : ℕ
hk : k < i
⊢ Integrable (f (k + 1) - f k) μ
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
inst✝¹ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ι m0
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → ℝ
hadp : StronglyAdapted ℱ f
hint : ∀ (i : ι), Integrable (f i) μ
i j : ι
hij : i ≤ j
s : Set Ω
hf : ∫ (ω : Ω) in s, f i ω ∂μ ≤ ∫ (ω : Ω) in s, f j ω ∂μ
hs : MeasurableSet s
x✝ : (μ.trim ⋯) s < ∞
⊢ ∫ (a : Ω) in s, f i a ∂μ ≤ ∫ (x : Ω) in s, f j x ∂μ

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
inst✝¹ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ι m0
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → ℝ
hadp : StronglyAdapted ℱ f
hint : ∀ (i : ι), Integrable (f i) μ
i j : ι
hij : i ≤ j
s : Set Ω
hf : ∫ (ω : Ω) in s, f i ω ∂μ ≤ ∫ (ω : Ω) in s, f j ω ∂μ
hs : MeasurableSet s
x✝ : (μ.trim ⋯) s < ∞
⊢ ∫ (a : Ω) in s, f i a ∂μ ≤ ∫ (x : Ω) in s, f j x ∂μ
Module: Mathlib.Probability.Process.Predictable

Goal state before:
pp: case refine_3
Ω : Type u_1
m : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
X : ℕ → ℕ × Ω → E :=
  fun m_1 x ↦
    match x.1 with
    | 0 => (h₀.approx m_1) x.2
    | n.succ => (⋯.approx m_1) x.2
Y : ℕ → ℕ × Ω → E := fun m x ↦ if x.1 ≤ m then X m x else X m (0, x.2)
n : ℕ
ω : Ω
⊢ Tendsto (fun m ↦ X m (n, ω)) atTop (𝓝 (Function.uncurry u (n, ω)))

pp: case refine_3
Ω : Type u_1
m : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
X : ℕ → ℕ × Ω → E :=
  fun m_1 x ↦
    match x.1 with
    | 0 => (h₀.approx m_1) x.2
    | n.succ => (⋯.approx m_1) x.2
Y : ℕ → ℕ × Ω → E := fun m x ↦ if x.1 ≤ m then X m x else X m (0, x.2)
n : ℕ
ω : Ω
⊢ (fun n_1 ↦ ((fun m_1 ↦ { toFun := Y m_1, measurableSet_fiber' := ⋯, finite_range' := ⋯ }) n_1) (n, ω)) =ᶠ[atTop]
    fun m ↦ X m (n, ω)

Tactic:
]

Goal state after:
case refine_3
Ω : Type u_1
m : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
X : ℕ → ℕ × Ω → E :=
  fun m_1 x ↦
    match x.1 with
    | 0 => (h₀.approx m_1) x.2
    | n.succ => (⋯.approx m_1) x.2
Y : ℕ → ℕ × Ω → E := fun m x ↦ if x.1 ≤ m then X m x else X m (0, x.2)
n : ℕ
ω : Ω
⊢ Tendsto (fun m ↦ X m (n, ω)) atTop (𝓝 (Function.uncurry u (n, ω)))

case refine_3
Ω : Type u_1
m : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
this : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
X : ℕ → ℕ × Ω → E :=
  fun m_1 x ↦
    match x.1 with
    | 0 => (h₀.approx m_1) x.2
    | n.succ => (⋯.approx m_1) x.2
Y : ℕ → ℕ × Ω → E := fun m x ↦ if x.1 ≤ m then X m x else X m (0, x.2)
n : ℕ
ω : Ω
⊢ (fun n_1 ↦ ((fun m_1 ↦ { toFun := Y m_1, measurableSet_fiber' := ⋯, finite_range' := ⋯ }) n_1) (n, ω)) =ᶠ[atTop]
    fun m ↦ X m (n, ω)
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁶ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
ℱ : Filtration ι m0
inst✝³ : CompleteSpace E
inst✝² : PartialOrder E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → E
hadp : StronglyAdapted ℱ f
hint : ∀ (i : ι), Integrable (f i) μ
hf : ∀ (i j : ι), i ≤ j → 0 ≤ᵐ[μ] μ[f j - f i | ↑ℱ i]
i j : ι
hij : i ≤ j
⊢ 0 ≤ᵐ[μ] μ[f j | ↑ℱ i] - μ[f i | ↑ℱ i]

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁶ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
ℱ : Filtration ι m0
inst✝³ : CompleteSpace E
inst✝² : PartialOrder E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → E
hadp : StronglyAdapted ℱ f
hint : ∀ (i : ι), Integrable (f i) μ
hf : ∀ (i j : ι), i ≤ j → 0 ≤ᵐ[μ] μ[f j - f i | ↑ℱ i]
i j : ι
hij : i ≤ j
⊢ 0 ≤ᵐ[μ] μ[f j | ↑ℱ i] - μ[f i | ↑ℱ i]
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: case neg
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : PartialOrder E
inst✝ : IsOrderedAddMonoid E
f : ι → Ω → E
hf : Submartingale f ℱ μ
i j : ι
hij : i ≤ j
h : ¬SigmaFinite (μ.trim ⋯)
⊢ 0 ≤ᵐ[μ] 0

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: case pos
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : PartialOrder E
inst✝ : IsOrderedAddMonoid E
f : ι → Ω → E
hf : Submartingale f ℱ μ
i j : ι
hij : i ≤ j
h : SigmaFinite (μ.trim ⋯)
⊢ f i ≤ᵐ[μ] μ[f j | ↑ℱ i]

Tactic:
]

Goal state after:
case pos
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : PartialOrder E
inst✝ : IsOrderedAddMonoid E
f : ι → Ω → E
hf : Submartingale f ℱ μ
i j : ι
hij : i ≤ j
h : SigmaFinite (μ.trim ⋯)
⊢ f i ≤ᵐ[μ] μ[f j | ↑ℱ i]
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : Preorder E
inst✝ : AddLeftMono E
hf : Supermartingale f ℱ μ
hg : Submartingale g ℱ μ
⊢ Supermartingale (f + -g) ℱ μ

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : Preorder E
inst✝ : AddLeftMono E
hf : Supermartingale f ℱ μ
hg : Submartingale g ℱ μ
⊢ Supermartingale (f + -g) ℱ μ
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
h_eq_sum :
  μ[martingalePart f ℱ μ j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])
h_ge : ∀ (k : ℕ), i ≤ k → μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] 0
h_lt :
  ∀ k < i,
    μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] f (k + 1) - f k - μ[f (k + 1) - f k | ↑ℱ k]
⊢ f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i]) =ᵐ[μ]
    (fun n ↦ f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i | ↑ℱ i])) i

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
h_eq_sum :
  μ[martingalePart f ℱ μ j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])
h_ge : ∀ (k : ℕ), i ≤ k → μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] 0
h_lt :
  ∀ k < i,
    μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] f (k + 1) - f k - μ[f (k + 1) - f k | ↑ℱ k]
⊢ f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i]) =ᵐ[μ]
    (fun n ↦ f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i | ↑ℱ i])) i
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
inst✝⁶ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ι m0
F : Type u_4
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : PartialOrder F
inst✝³ : NormedSpace ℝ F
inst✝² : CompleteSpace F
inst✝¹ : IsOrderedModule ℝ F
inst✝ : IsOrderedAddMonoid F
f : ι → Ω → F
c : ℝ
hc : c ≤ 0
hf : Supermartingale f ℱ μ
⊢ Submartingale (-(-c • f)) ℱ μ

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
inst✝⁶ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ι m0
F : Type u_4
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : PartialOrder F
inst✝³ : NormedSpace ℝ F
inst✝² : CompleteSpace F
inst✝¹ : IsOrderedModule ℝ F
inst✝ : IsOrderedAddMonoid F
f : ι → Ω → F
c : ℝ
hc : c ≤ 0
hf : Supermartingale f ℱ μ
⊢ Submartingale (-(-c • f)) ℱ μ
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
h_eq_sum :
  μ[martingalePart f ℱ μ j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])
h_ge : ∀ (k : ℕ), i ≤ k → μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] 0
h_lt :
  ∀ k < i,
    μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] f (k + 1) - f k - μ[f (k + 1) - f k | ↑ℱ k]
⊢ ∑ k ∈ Finset.range i, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i]) +
      ∑ k ∈ Finset.Ico i j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i]) =ᵐ[μ]
    ∑ i ∈ Finset.range i, (f (i + 1) - f i - μ[f (i + 1) - f i | ↑ℱ i]) + 0

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
hf : StronglyAdapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
h_eq_sum :
  μ[martingalePart f ℱ μ j | ↑ℱ i] =ᵐ[μ]
    f 0 + ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i])
h_ge : ∀ (k : ℕ), i ≤ k → μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] 0
h_lt :
  ∀ k < i,
    μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i] =ᵐ[μ] f (k + 1) - f k - μ[f (k + 1) - f k | ↑ℱ k]
⊢ ∑ k ∈ Finset.range i, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i]) +
      ∑ k ∈ Finset.Ico i j, (μ[f (k + 1) - f k | ↑ℱ i] - μ[μ[f (k + 1) - f k | ↑ℱ k] | ↑ℱ i]) =ᵐ[μ]
    ∑ i ∈ Finset.range i, (f (i + 1) - f i - μ[f (i + 1) - f i | ↑ℱ i]) + 0
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝¹ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝ : PredOrder ι
hτ : IsStoppingTime f τ
i : ι
hi_min : IsMin i
this : {ω | τ ω < ↑i} = ∅
⊢ MeasurableSet ∅

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝¹ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝ : PredOrder ι
hτ : IsStoppingTime f τ
i : ι
hi_min : IsMin i
this : {ω | τ ω < ↑i} = ∅
⊢ MeasurableSet ∅
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
inst✝⁶ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ι m0
F : Type u_4
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : PartialOrder F
inst✝³ : IsOrderedAddMonoid F
inst✝² : NormedSpace ℝ F
inst✝¹ : CompleteSpace F
inst✝ : IsOrderedModule ℝ F
f : ι → Ω → F
c : ℝ
hc : 0 ≤ c
hf : Submartingale f ℱ μ
⊢ Submartingale (-(c • -f)) ℱ μ

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
inst✝⁶ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ι m0
F : Type u_4
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : PartialOrder F
inst✝³ : IsOrderedAddMonoid F
inst✝² : NormedSpace ℝ F
inst✝¹ : CompleteSpace F
inst✝ : IsOrderedModule ℝ F
f : ι → Ω → F
c : ℝ
hc : 0 ≤ c
hf : Submartingale f ℱ μ
⊢ Submartingale (-(c • -f)) ℱ μ
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: case pos
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝¹ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝ : PredOrder ι
hτ : IsStoppingTime f τ
i : ι
hi_min : ∀ (b : ι), ¬b < i
ω : Ω
⊢ ¬τ ω < ↑i

Tactic:
]

Goal state after:
case pos
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝¹ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝ : PredOrder ι
hτ : IsStoppingTime f τ
i : ι
hi_min : ∀ (b : ι), ¬b < i
ω : Ω
⊢ ¬τ ω < ↑i
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
ι : Type u_3
inst✝⁶ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ι m0
F : Type u_4
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : PartialOrder F
inst✝³ : IsOrderedAddMonoid F
inst✝² : NormedSpace ℝ F
inst✝¹ : CompleteSpace F
inst✝ : IsOrderedModule ℝ F
f : ι → Ω → F
c : ℝ
hc : c ≤ 0
hf : Submartingale f ℱ μ
⊢ Supermartingale (-(-c • f)) ℱ μ

Tactic:
]

Goal state after:
Ω : Type u_1
ι : Type u_3
inst✝⁶ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ι m0
F : Type u_4
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : PartialOrder F
inst✝³ : IsOrderedAddMonoid F
inst✝² : NormedSpace ℝ F
inst✝¹ : CompleteSpace F
inst✝ : IsOrderedModule ℝ F
f : ι → Ω → F
c : ℝ
hc : c ≤ 0
hf : Submartingale f ℱ μ
⊢ Supermartingale (-(-c • f)) ℱ μ
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: case coe
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝¹ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝ : PredOrder ι
hτ : IsStoppingTime f τ
i : ι
hi_min : ¬IsMin i
ω : Ω
t : ι
⊢ t < i ↔ t < i

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: case neg
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝¹ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝ : PredOrder ι
hτ : IsStoppingTime f τ
i : ι
hi_min : ¬IsMin i
this : {ω | τ ω < ↑i} = τ ⁻¹' Set.Iic ↑(Order.pred i)
⊢ MeasurableSet (τ ⁻¹' Set.Iic ↑(Order.pred i))

Tactic:
]

Goal state after:
case neg
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝¹ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝ : PredOrder ι
hτ : IsStoppingTime f τ
i : ι
hi_min : ¬IsMin i
this : {ω | τ ω < ↑i} = τ ⁻¹' Set.Iic ↑(Order.pred i)
⊢ MeasurableSet (τ ⁻¹' Set.Iic ↑(Order.pred i))
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
f : ℕ → Ω → ℝ
hadp : StronglyAdapted 𝒢 f
hint : ∀ (i : ℕ), Integrable (f i) μ
hf : ∀ (i : ℕ) (s : Set Ω), MeasurableSet s → ∫ (ω : Ω) in s, f (i + 1) ω ∂μ ≤ ∫ (ω : Ω) in s, f i ω ∂μ
⊢ Supermartingale (- -f) 𝒢 μ

Tactic:
]

Goal state after:
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
f : ℕ → Ω → ℝ
hadp : StronglyAdapted 𝒢 f
hint : ∀ (i : ℕ), Integrable (f i) μ
hf : ∀ (i : ℕ) (s : Set Ω), MeasurableSet s → ∫ (ω : Ω) in s, f (i + 1) ω ∂μ ≤ ∫ (ω : Ω) in s, f i ω ∂μ
⊢ Supermartingale (- -f) 𝒢 μ
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
inst✝ : SigmaFiniteFiltration μ ℱ
f g : ℕ → Ω → E
hf : Martingale f ℱ μ
hg : StronglyAdapted ℱ fun n ↦ g (n + 1)
hg0 : g 0 = 0
hgint : ∀ (n : ℕ), Integrable (g n) μ
n : ℕ
h : ℕ → Ω → E := f - martingalePart (f + g) ℱ μ
hhdef : h = f - martingalePart (f + g) ℱ μ
⊢ f + g = f + g

Tactic:
]

Goal state after:
Module: Mathlib.Probability.Process.HittingTime

Goal state before:
pp: Ω : Type u_1
β : Type u_2
ι : Type u_4
inst✝ : ConditionallyCompleteLattice ι
u : ι → Ω → β
n : ι
ω : Ω
⊢ ↑(sInf {j | n ≤ j}) = ↑n

Tactic:
]

Goal state after:
Ω : Type u_1
β : Type u_2
ι : Type u_4
inst✝ : ConditionallyCompleteLattice ι
u : ι → Ω → β
n : ι
ω : Ω
⊢ ↑(sInf {j | n ≤ j}) = ↑n
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
inst✝ : SigmaFiniteFiltration μ ℱ
f g : ℕ → Ω → E
hf : Martingale f ℱ μ
hg : StronglyAdapted ℱ fun n ↦ g (n + 1)
hg0 : g 0 = 0
hgint : ∀ (n : ℕ), Integrable (g n) μ
n : ℕ
h : ℕ → Ω → E := f - martingalePart (f + g) ℱ μ
hhdef : h = f - martingalePart (f + g) ℱ μ
hh : h = predictablePart (f + g) ℱ μ - g
⊢ StronglyAdapted ℱ fun n ↦ (predictablePart (f + g) ℱ μ - g) (n + 1)

Tactic:
]

Goal state after:
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
ℱ : Filtration ℕ m0
inst✝¹ : CompleteSpace E
inst✝ : SigmaFiniteFiltration μ ℱ
f g : ℕ → Ω → E
hf : Martingale f ℱ μ
hg : StronglyAdapted ℱ fun n ↦ g (n + 1)
hg0 : g 0 = 0
hgint : ∀ (n : ℕ), Integrable (g n) μ
n : ℕ
h : ℕ → Ω → E := f - martingalePart (f + g) ℱ μ
hhdef : h = f - martingalePart (f + g) ℱ μ
hh : h = predictablePart (f + g) ℱ μ - g
⊢ StronglyAdapted ℱ fun n ↦ (predictablePart (f + g) ℱ μ - g) (n + 1)