Right-continuous record regulators carry no Stieltjes mass on nonpositive times
ProvedAvramDividend.Classical.reflectedPath_dividendMeasure_zero_nonpositiveavram-classicalright-continuousrunning-recordstieltjesstrong-markov
For any right-continuous path whose monotone running record M is represented by the supremum over [0,t] and dominates the path, the Stieltjes dividend measure generated by M has no mass on (-∞,0]. The result applies to the post-first-upcrossing future-increment running record without requiring the shifted process to be constructed as another Lévy object.
Preamble
import Mathlib.MeasureTheory.Measure.Stieltjes import Mathlib.Topology.Order.LeftRightLim import Mathlib.Data.NNReal.Defs import Definitions.Def_AvramDividend_Classical_DividendStrategy import Theorems.Thm_AvramDividend_Classical_runningSup_right_continuous_of_right_continuous import Theorems.Thm_AvramDividend_Classical_rightLim_comp_toNNReal_of_rightContinuous import Theorems.Thm_AvramDividend_Classical_dividendMeasure_Iic_zero_of_monotone_rightLim open MeasureTheory Set Filter Topology open scoped NNReal ENNReal open AvramDividend.Classical
Formal statement
theorem AvramDividend.Classical.reflectedPath_dividendMeasure_zero_nonpositive
{Ω : Type*} [mΩ : MeasurableSpace Ω]
(f M : ℝ≥0 → ℝ)
(hM : Monotone M) (hdom : ∀ t, f t ≤ M t)
(hrepr : ∀ t, M t =
⨆ s : Set.Icc (0 : ℝ≥0) t, f s.1)
(hfRight : ∀ t, Tendsto f (𝓝[≥] t) (𝓝 (f t)))
(ω : Ω) :
dividendMeasure (fun t (_ : Ω) => M t) ω
(Set.Iic (0 : ℝ)) = 0 := by
sorrySource
Direct missing hνneg hypothesis of map-shift theorem 3093890e-4ed7-4198-8491-5f41d268763c for strong-Markov child 79978d61-9d1f-4b20-b8a5-114797a8e380. Uses proved generic running-record right-continuity f0c2320c and rightLim extension 95b3270f with pending generic Stieltjes support lemma ab1b11d7.