OAI/Probability/FreeIsing/Martingales/InnovationMartingale.lean

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10 declarations, 0 contain sorry, 0 declared as axioms

  1. theorem OAI.Problem367.martingale_increment_condExp_subfiltration line 10
  2. theorem OAI.Problem367.observation_increment_condExp line 26
  3. theorem OAI.Problem367.condExp_nnrealIntervalIntegral_martingale line 48
  4. def OAI.Problem367.nnrealTimePrimitive line 71
  5. theorem OAI.Problem367.nnrealTimePrimitive_integrable line 74
  6. theorem OAI.Problem367.nnrealTimePrimitive_increment_ae line 83
  7. theorem OAI.Problem367.nnrealTimePrimitive_increment_condExp line 100
  8. theorem OAI.Problem367.martingale_of_conditional_increment_zero line 113
  9. theorem OAI.Problem367.compensated_observation_martingale_of_posterior_version line 129
  10. theorem OAI.Problem367.compensated_observation_martingale line 171