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The actual running-record Stieltjes local-time measure vanishes on a positive-length right interval after every positive reflected excursion time

Proved
AvramDividend.Classical.runningSup_stieltjes_right_interval_zero_at_positive_drawdown

by WillR · Oct 27, 2026 · Mathlib 0df444a (Lean v4.33.1)

avram-classicalexcursion-measurelocal-timepositive-drawdownrunning-supremumstieltjes-support

For each sample path of an actual spectrally negative Lévy process and each time u at which the reflected drawdown R_u=runningSup(X)_u−X_u is strictly positive, there is a later time v>u such that the genuine Lebesgue–Stieltjes regulator/local-time measure d(runningSup X) gives the right half-open interval (u,v] zero mass. The source path's right continuity keeps X below its old record for a short interval, which has already been proved to make runningSup constant on [u,v'). Choose a strictly interior v and apply the established exact Stieltjes interval mass equals record increment formula. This is an actual regulator support lemma on positive excursions and advances construction of the excursion random measure n beyond statements merely conditional on its existence.

Preamble
import Theorems.Thm_AvramDividend_Classical_runningSup_right_local_const_of_positive_drawdown
import Theorems.Thm_AvramDividend_Classical_runningSup_dividendMeasure_Ioc_eq_record_increment
import Mathlib.Data.NNReal.Defs
import Mathlib.Topology.Order.Basic

open AvramDividend.Classical MeasureTheory Set
open scoped NNReal ENNReal
Formal statement
theorem AvramDividend.Classical.runningSup_stieltjes_right_interval_zero_at_positive_drawdown
    {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω}
    {𝓕 : Filtration ℝ≥0 mΩ}
    (X : SpectrallyNegativeLevy P 𝓕)
    (ω : Ω) (u : ℝ≥0)
    (hPositive : 0 < reflectedSup X u ω) :
    ∃ v : ℝ≥0, u < v ∧
      (dividendMeasure (runningSup X) ω)
        (Set.Ioc (u : ℝ) (v : ℝ)) = 0 := by sorry
Source
Proved runningSup_right_local_const_of_positive_drawdown and runningSup_dividendMeasure_Ioc_eq_record_increment, pinned Mathlib densely ordered NNReal.

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