OAI/Analysis/LipschitzHilbert/Estimates/StoppedMartingaleEnergy.lean

GitHub source file

3 declarations, 0 contain sorry, 0 declared as axioms

Exact quadratic energy for increasing bounded stopping times. This supplies the jump-count energy in the scalar variation argument.

  1. theorem OAI.LipschitzHilbert.conditionalExpectation_square_difference line 16
  2. theorem OAI.LipschitzHilbert.martingale_square_difference line 39
  3. theorem OAI.LipschitzHilbert.stopped_martingale_square_difference line 46