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.
Process law, modification, and indistinguishability
Definition
Two processes with the same index set and corresponding target spaces have the same process law if all corresponding finite-dimensional laws agree; their source probability spaces need not be the same. Suppose in addition that and are defined on one common probability space , take values in the same measurable space at each , and is measurable for each . Then is a modification (or version) of when for every fixed . They are indistinguishable when the event is measurable and has probability one. The latter has one exceptional null event; the former may have a different null event at every time.
Depends on
Used by
- Cadlag Brownian-filtration local martingales have continuous versions Corollary
- Square-integrable Brownian terminal variables have Ito representations Corollary
- A modification need not be indistinguishable Counterexample
- Kolmogorov extension alone does not give a continuous version Counterexample
- Pointwise modification can destroy path continuity Counterexample
- Brownian motion Definition
- Continuous-time adapted processes and martingales Definition
- Itô SDE data and strong solution Definition
- A continuous finite-variation martingale is constant Lemma
- Uniqueness of continuous predictable brackets Lemma
- Brownian-filtration martingale representation Theorem
- Doob maximal bound for the Ito integral Theorem
- Integration by parts for Brownian Ito processes Theorem
- Kolmogorov continuity criterion in one parameter Theorem
- Levy characterization of Brownian motion Theorem
- Localized Ito integral Theorem
- Multidimensional Ito formula for Brownian-driven processes Theorem
- One-dimensional Ito formula Theorem
- Quadratic covariation of Brownian Ito processes Theorem
- Quadratic variation of an Ito integral Theorem
- Space-time harmonic functions yield Brownian local martingales up to exit lifetime Theorem
- Stopping an Ito integral Theorem
- The Ito integral process has a continuous martingale version Theorem
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
- Biskup, MATH 275D notes, Section 2.3 (standard reference, not scraped)