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

Proof steps:
state_before: Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
inst✝⁷ : CompleteSpace E
ι : Type u_3
inst✝⁶ : LinearOrder ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝² : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
inst✝¹ : Filter.atTop.IsCountablyGenerated
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
inst✝ : SigmaFinite (μ.trim ⋯)
hin : i ≤ n
⊢ μ[f n|hτ.measurableSpace] =ᶠ[ae (μ.restrict {x | τ x = i})] f i
state_after: Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
inst✝⁷ : CompleteSpace E
ι : Type u_3
inst✝⁶ : LinearOrder ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝² : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
inst✝¹ : Filter.atTop.IsCountablyGenerated
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
inst✝ : SigmaFinite (μ.trim ⋯)
hin : i ≤ n
⊢ μ[f n|hτ.measurableSpace] =ᶠ[ae (μ.restrict {x | τ x = i})] μ[f n|↑ℱ i]
tactic: refine Filter.EventuallyEq.trans ?_ (ae_restrict_of_ae (h.condexp_ae_eq hin))
state_before: Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
inst✝⁷ : CompleteSpace E
ι : Type u_3
inst✝⁶ : LinearOrder ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝² : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
inst✝¹ : Filter.atTop.IsCountablyGenerated
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
inst✝ : SigmaFinite (μ.trim ⋯)
hin : i ≤ n
⊢ μ[f n|hτ.measurableSpace] =ᶠ[ae (μ.restrict {x | τ x = i})] μ[f n|↑ℱ i]
state_after: Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
inst✝⁷ : CompleteSpace E
ι : Type u_3
inst✝⁶ : LinearOrder ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝² : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
inst✝¹ : Filter.atTop.IsCountablyGenerated
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
inst✝ : SigmaFinite (μ.trim ⋯)
hin : i ≤ n
t : Set Ω
⊢ MeasurableSet ({x | τ x = i} ∩ t) ↔ MeasurableSet ({x | τ x = i} ∩ t)
tactic: refine condexp_ae_eq_restrict_of_measurableSpace_eq_on hτ.measurableSpace_le (ℱ.le i)
    (hτ.measurableSet_eq' i) fun t => ?_
state_before: Ω : Type u_1
E : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
inst✝⁷ : CompleteSpace E
ι : Type u_3
inst✝⁶ : LinearOrder ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : FirstCountableTopology ι
ℱ : Filtration ι m
inst✝² : SigmaFiniteFiltration μ ℱ
τ σ : Ω → ι
f : ι → Ω → E
i n : ι
inst✝¹ : Filter.atTop.IsCountablyGenerated
h : Martingale f ℱ μ
hτ : IsStoppingTime ℱ τ
inst✝ : SigmaFinite (μ.trim ⋯)
hin : i ≤ n
t : Set Ω
⊢ MeasurableSet ({x | τ x = i} ∩ t) ↔ MeasurableSet ({x | τ x = i} ∩ t)
state_after: no goals
tactic: rw [Set.inter_comm _ t, IsStoppingTime.measurableSet_inter_eq_iff]