OAI/Probability/SLE/Stochastic/WienerGridIndependence.lean

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5 declarations, 0 contain sorry, 0 declared as axioms

The Brownian interpolation residual is independent of the finite grid. Only covariances of the three evaluations in each residual enter.

  1. lemma OAI.SLEExactGauge.brownian_affine_residual_covariance line 13
  2. def OAI.SLEExactGauge.wienerGridResidual line 36
  3. lemma OAI.SLEExactGauge.wienerGrid_joint_gaussian line 40
  4. lemma OAI.SLEExactGauge.wienerGrid_residual_covariance line 70
  5. lemma OAI.SLEExactGauge.wienerGrid_residual_independent line 84