Generalized interval-step integrand
DefinitionKLSModular_LevyStochCalc_Brownian_ItoIncrementMomentRestrictfunctional-inequalitiesklskls-conjecturekls-modularlog-concavemodule-contextvendored-levystochcalc
Vendored from the LevyStochCalc library at https://github.com/cgarryZA/LevyStochCalc, commit 984dbf0b790031eac05d56fe5a84b65e15e1e932. For , stepIocGen Ω ha hab is the simple predictable integrand representing : it uses stepIoc when and stepIoc₀ when .
Original module imports
import LevyStochCalc.Brownian.ItoFourthMoment
Original declaration excerpt
Shown in the original module context.
noncomputable def stepIocGen (Ω) [MeasurableSpace Ω] {a b : ℝ} (ha : 0 ≤ a) (hab : a < b) :
SimplePredictable Ω b :=
if h : 0 < a then stepIoc Ω h hab else stepIoc₀ Ω (lt_of_le_of_lt ha hab)
Module navigation
Direct project imports: LevyStochCalc/Brownian/ItoFourthMoment.
Theorems in source order:
SimplePredictable.abs_eval_leSimplePredictable.varClock_le_IocSimplePredictable.exists_restrict_Ioc
Project result: The KLS conjecture.
Original module · LevyStochCalc.Brownian.ItoIncrementMomentRestrict · Frozen source 408915f.
Definition code
import Definitions.Def_KLSModular_LevyStochCalc_Brownian_ItoFourthMoment
/-
Copyright (c) 2026 Christian Garry. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Christian Garry
-/
-- Vendored from https://github.com/cgarryZA/LevyStochCalc at commit 984dbf0b790031eac05d56fe5a84b65e15e1e932 (upstream path LevyStochCalc/Brownian/ItoIncrementMomentRestrict.lean; Apache-2.0; provenance in formalization/vendor/vendor-lock.json of the KLS repository)
namespace LevyStochCalc
namespace Brownian
namespace Ito
open MeasureTheory ProbabilityTheory
open scoped NNReal ENNReal
universe u
variable {Ω : Type u} [MeasurableSpace Ω]
/-- The simple integrand `1_{(a, b]}` for `0 ≤ a < b`. -/
noncomputable def stepIocGen (Ω) [MeasurableSpace Ω] {a b : ℝ} (ha : 0 ≤ a) (hab : a < b) :
SimplePredictable Ω b :=
if h : 0 < a then stepIoc Ω h hab else stepIoc₀ Ω (lt_of_le_of_lt ha hab)
end Ito
end Brownian
end LevyStochCalc
Source
Lean source: https://github.com/cgarryZA/LevyStochCalc/blob/984dbf0b790031eac05d56fe5a84b65e15e1e932/LevyStochCalc/Brownian/ItoIncrementMomentRestrict.lean#L137-L140 (repository human-ai-mathematics/kls-lean, commit 408915f, module `LevyStochCalc.Brownian.ItoIncrementMomentRestrict`, definition bundle `KLSModular_LevyStochCalc_Brownian_ItoIncrementMomentRestrict`; the repository is private at upload time). Vendored from https://github.com/cgarryZA/LevyStochCalc at commit 984dbf0b790031eac05d56fe5a84b65e15e1e932 (Apache-2.0; upstream copyright notice retained in the Lean text).