OAI/Probability/SKValue/Control/ControlPayoffConvex.lean

GitHub source file

6 declarations, 0 contain sorry, 0 declared as axioms

  1. lemma OAI.SKValue.controlPayoff_convex line 27
  2. lemma OAI.SKValue.phi_convex line 58
  3. lemma OAI.SKValue.brownian_increment_memLp line 72
  4. lemma OAI.SKValue.brownian_increment_second line 76
  5. lemma OAI.SKValue.brownian_increment_abs_bound line 88
  6. lemma OAI.SKValue.phi_terminal_bound line 99