How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Adapted and integrable stochastic process
Definition
On a filtered probability space Filtration and filtered probability space, a real stochastic process is a sequence of real random variables Random elements and real random variables on the same space. It is adapted when for every and every real Borel set . It is integrable when for every , using Expectation of a nonnegative or integrable random variable.
An integrable adapted process satisfies both conditions at each fixed time. Integrability here does not mean : the deterministic process has at every time but unbounded supremum. Measurability and finiteness of each integral are separate requirements. No versions, limits or choices are selected.
Depends on
Used by
- Compensator and doob decomposition Definition
- Discrete martingale transform Definition
- Martingale difference sequence Definition
- Martingale submartingale and supermartingale Definition
- Natural filtration of a process Definition
Dependency tree · two levels
9 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- van der Vaart, Martingales, Diffusions and Financial Mathematics (standard reference, not scraped)