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feat: strong measurability of a path-valued random variable - #43358

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EtienneC30:meas-path
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EtienneC30:meas-path

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@EtienneC30 EtienneC30 commented Sep 2, 2026 •

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If X is a right-continuous strongly adapted stochastic process, then it is strongly measurable when seen as a path-valued random variable.


Co-authored-by: @RemyDegenne

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@EtienneC30 EtienneC30 added t-measure-probability Measure theory / Probability theory brownian Part of the ongoing formalization of the Brownian motion and stochastic integrals labels Sep 2, 2026
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github-actions Bot commented Sep 2, 2026 •

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PR summary f0dfd6b009

Import changes for modified files

No significant changes to the import graph

Import changes for all files
Files Import difference
Mathlib.Probability.Process.StronglyMeasurablePath (new file) 2953

Declarations diff (regex)

+ Dense.nhdsWithin_inter_neBot
+ StronglyAdapted.stronglyMeasurable_path_of_isRightContinuous
+ isSeparable_iUnion_range_of_stronglyMeasurable_of_isRightContinuous
+ pathApproxRight
+ pathApproxRight_apply
+ pathApproxRight_apply_of_isLeast
+ stronglyMeasurable_path_of_isRightContinuous

You can run this locally as follows
## from your `mathlib4` directory:
git clone https://github.com/leanprover-community/mathlib-ci.git ../mathlib-ci

## summary with just the declaration names:
../mathlib-ci/scripts/pr_summary/declarations_diff.sh <optional_commit>

## more verbose report:
../mathlib-ci/scripts/pr_summary/declarations_diff.sh long <optional_commit>

The doc-module for scripts/pr_summary/declarations_diff.sh in the mathlib-ci repository contains some details about this script.

Declarations diff (Lean)

✅ Lean-aware diff — post-build, computed from the Lean environment (commit f0dfd6b).

  • +8 new declarations
  • −0 removed declarations
+Dense.nhdsWithin_inter_neBot
+MeasureTheory.StronglyAdapted.stronglyMeasurable_path_of_isLeftContinuous
+MeasureTheory.StronglyAdapted.stronglyMeasurable_path_of_isRightContinuous
+MeasureTheory.isSeparable_iUnion_range_of_stronglyMeasurable_of_isLeftContinuous
+MeasureTheory.isSeparable_iUnion_range_of_stronglyMeasurable_of_isRightContinuous
+MeasureTheory.stronglyMeasurable_path_of_isLeftContinuous
+MeasureTheory.stronglyMeasurable_path_of_isRightContinuous
+Set.enumerateCountable.congr_simp

No changes to strong technical debt.
No changes to weak technical debt.

Current commit f0dfd6b009
Reference commit c31114ff81

This script lives in the mathlib-ci repository. To run it locally, from your mathlib4 directory:

git clone https://github.com/leanprover-community/mathlib-ci.git ../mathlib-ci
../mathlib-ci/scripts/reporting/technical-debt-metrics.py pr_summary
  • The relative value is the weighted sum of the differences with weight given by the inverse of the current value of the statistic.
  • The absolute value is the relative value divided by the total sum of the inverses of the current values (i.e. the weighted average of the differences).

@mathlib-dependent-issues mathlib-dependent-issues Bot added the blocked-by-other-PR This PR depends on another PR (this label is automatically managed by a bot) label Sep 2, 2026
@mathlib-dependent-issues mathlib-dependent-issues Bot removed the blocked-by-other-PR This PR depends on another PR (this label is automatically managed by a bot) label Sep 7, 2026
@EtienneC30
EtienneC30 marked this pull request as ready for review October 5, 2026 07:56
@mathlib-dependent-issues mathlib-dependent-issues Bot added the blocked-by-other-PR This PR depends on another PR (this label is automatically managed by a bot) label Oct 5, 2026
@mathlib-dependent-issues mathlib-dependent-issues Bot removed the blocked-by-other-PR This PR depends on another PR (this label is automatically managed by a bot) label Oct 5, 2026
Comment thread Mathlib/Topology/NhdsWithin.lean Outdated
Comment thread Mathlib/MeasureTheory/Function/SimpleFunc.lean Outdated
@mathlib-dependent-issues mathlib-dependent-issues Bot added the blocked-by-other-PR This PR depends on another PR (this label is automatically managed by a bot) label Oct 20, 2026
@mathlib-dependent-issues mathlib-dependent-issues Bot removed the blocked-by-other-PR This PR depends on another PR (this label is automatically managed by a bot) label Oct 21, 2026
@mathlib-dependent-issues

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brownian Part of the ongoing formalization of the Brownian motion and stochastic integrals t-measure-probability Measure theory / Probability theory

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3 participants