Theorem: MeasureTheory.martingale_martingalePart
File: Mathlib/Probability/Martingale/Centering.lean

Proof steps:
state_before: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
⊢ Martingale (martingalePart f ℱ μ) ℱ μ
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
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted ℱ f
hf_int : ∀ (n : ℕ), Integrable (f n) μ
inst✝ : SigmaFiniteFiltration μ ℱ
i j : ℕ
hij : i ≤ j
⊢ μ[martingalePart f ℱ μ j|↑ℱ i] =ᶠ[ae μ] martingalePart f ℱ μ i
tactic: refine ⟨adapted_martingalePart hf, fun i j hij => ?_⟩
state_before: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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])
⊢ μ[martingalePart f ℱ μ j|↑ℱ i] =ᶠ[ae μ] martingalePart f ℱ μ i
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
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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])
⊢ 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]) =ᶠ[ae μ]
    martingalePart f ℱ μ i
tactic: refine h_eq_sum.trans ?_
state_before: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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])
⊢ 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]) =ᶠ[ae μ]
    martingalePart f ℱ μ i
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
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae μ] 0
⊢ 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]) =ᶠ[ae μ]
    martingalePart f ℱ μ i
tactic: have h_ge : ∀ k, i ≤ k → μ[f (k + 1) - f k|ℱ i] - μ[μ[f (k + 1) - f k|ℱ k]|ℱ i] =ᵐ[μ] 0 := by
    intro k hk
    have : μ[μ[f (k + 1) - f k|ℱ k]|ℱ i] =ᵐ[μ] μ[f (k + 1) - f k|ℱ i] :=
      condexp_condexp_of_le (ℱ.mono hk) (ℱ.le k)
    filter_upwards [this] with x hx
    rw [Pi.sub_apply, Pi.zero_apply, hx, sub_self]
state_before: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae 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]) =ᶠ[ae μ]
    martingalePart f ℱ μ i
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
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae 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]) =ᶠ[ae μ]
    (fun n => f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i|↑ℱ i])) i
tactic: rw [martingalePart_eq_sum]
state_before: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae 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]) =ᶠ[ae μ]
    (fun n => f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i|↑ℱ i])) i
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
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae μ] f (k + 1) - f k - μ[f (k + 1) - f k|↑ℱ k]
⊢ ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k|↑ℱ i] - μ[μ[f (k + 1) - f k|↑ℱ k]|↑ℱ i]) =ᶠ[ae μ]
    ∑ i ∈ Finset.range i, (f (i + 1) - f i - μ[f (i + 1) - f i|↑ℱ i])
tactic: refine EventuallyEq.add EventuallyEq.rfl ?_
state_before: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae μ] f (k + 1) - f k - μ[f (k + 1) - f k|↑ℱ k]
⊢ ∑ k ∈ Finset.range j, (μ[f (k + 1) - f k|↑ℱ i] - μ[μ[f (k + 1) - f k|↑ℱ k]|↑ℱ i]) =ᶠ[ae μ]
    ∑ i ∈ Finset.range i, (f (i + 1) - f i - μ[f (i + 1) - f i|↑ℱ i])
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
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae 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]) =ᶠ[ae μ]
    ∑ i ∈ Finset.range i, (f (i + 1) - f i - μ[f (i + 1) - f i|↑ℱ i]) + 0
tactic: rw [← Finset.sum_range_add_sum_Ico _ hij, ←
    add_zero (∑ i ∈ Finset.range i, (f (i + 1) - f i - μ[f (i + 1) - f i|ℱ i]))]
state_before: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae 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]) =ᶠ[ae μ]
    ∑ i ∈ Finset.range i, (f (i + 1) - f i - μ[f (i + 1) - f i|↑ℱ i]) + 0
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
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae μ] f (k + 1) - f k - μ[f (k + 1) - f k|↑ℱ k]
⊢ ∑ k ∈ Finset.Ico i j, (μ[f (k + 1) - f k|↑ℱ i] - μ[μ[f (k + 1) - f k|↑ℱ k]|↑ℱ i]) =ᶠ[ae μ] 0
tactic: refine (eventuallyEq_sum fun k hk => h_lt k (Finset.mem_range.mp hk)).add ?_
state_before: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae μ] f (k + 1) - f k - μ[f (k + 1) - f k|↑ℱ k]
⊢ ∑ k ∈ Finset.Ico i j, (μ[f (k + 1) - f k|↑ℱ i] - μ[μ[f (k + 1) - f k|↑ℱ k]|↑ℱ i]) =ᶠ[ae μ] 0
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
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae μ] f (k + 1) - f k - μ[f (k + 1) - f k|↑ℱ k]
⊢ ∑ i ∈ Finset.Ico i j, 0 =ᶠ[ae μ] 0
tactic: refine (eventuallyEq_sum fun k hk => h_ge k (Finset.mem_Ico.mp hk).1).trans ?_
state_before: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae μ] f (k + 1) - f k - μ[f (k + 1) - f k|↑ℱ k]
⊢ ∑ i ∈ Finset.Ico i j, 0 =ᶠ[ae μ] 0
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
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae μ] f (k + 1) - f k - μ[f (k + 1) - f k|↑ℱ k]
⊢ 0 =ᶠ[ae μ] 0
tactic: simp only [Finset.sum_const_zero, Pi.zero_apply]
state_before: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
n : ℕ
hf : Adapted 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] =ᶠ[ae 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] =ᶠ[ae 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] =ᶠ[ae μ] f (k + 1) - f k - μ[f (k + 1) - f k|↑ℱ k]
⊢ 0 =ᶠ[ae μ] 0
state_after: no goals
tactic: rfl