Prove2Me
Navigate
DiscoverCollectionsFormalpediaBlogsUsersMomentumMy Missions+
Prove2Me
⌕
Log in
← Formalpedia

MarkovProcess.Continuity.DenseTimeContinuousSupport

Definition
MarkovProcessModule_MarkovProcess_Continuity_DenseTimeContinuousSupport

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

markovprocessmarkovprocess-module-importscope-mainscott-armstrongsource-faithful

Continuous support from a continuous modification

This file turns a continuous-time modification of the coordinate process of a dense-time law into almost-sure support on restrictions of continuous paths. The only measure-theoretic step is the simultaneous choice of all dense-time modification identities, which is valid because DenseTime is countable.

The continuous modification itself is not constructed here: it is the Kolmogorov--Chentsov argument of Continuity/GlobalDyadicFloorModification.lean, applied to dense-time trajectory kernels in Continuity/KolmogorovDenseTimeContinuousSupport.lean.

Complete pinned Lean module MarkovProcess.Continuity.DenseTimeContinuousSupport by Scott Armstrong (Apache-2.0). Contains the original definitions, instances, theorems and proofs in their original declaration order. Only local MarkovProcess import directives have been rewritten for Prove2Me; source mathematical declarations are unchanged. The bundle must pass Prove2Me's remote compiler before it can be used as a dependency.

Definition code
/-
Copyright (c) 2026 Scott Armstrong. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Scott Armstrong
-/
import Definitions.Def_MarkovProcessModule_MarkovProcess_Continuity_DenseTimeContinuousLaw

/-!
# Continuous support from a continuous modification

This file turns a continuous-time modification of the coordinate process of a dense-time law
into almost-sure support on restrictions of continuous paths. The only measure-theoretic step is
the simultaneous choice of all dense-time modification identities, which is valid because
`DenseTime` is countable.

The continuous modification itself is not constructed here: it is the Kolmogorov--Chentsov
argument of `Continuity/GlobalDyadicFloorModification.lean`, applied to dense-time trajectory
kernels in `Continuity/KolmogorovDenseTimeContinuousSupport.lean`.
-/

open MeasureTheory ProbabilityTheory Set

namespace MarkovProcess

noncomputable section

namespace Kernel

variable {beta alpha : Type*} [MeasurableSpace beta] [TopologicalSpace alpha]
  [MeasurableSpace alpha]

/-- A continuous-time modification of every coordinate law implies that the original dense-time
law is almost surely the restriction of a continuous path. The modification may depend on the
kernel parameter `b`; no measurable choice of modifications in `b` is required for this
pointwise support conclusion. -/
theorem IsSupportedOnContinuousPaths.of_continuousModification
    (kappa : Kernel beta (DenseTime → alpha))
    (hmod : ∀ b, ∃ Y : NNReal → (DenseTime → alpha) → alpha,
      (∀ omega, Continuous (fun t ↦ Y t omega)) ∧
        ∀ q, (fun omega : DenseTime → alpha ↦ omega q) =ᵐ[kappa b]
          Y (DenseTime.castOrderEmbedding q)) :
    IsSupportedOnContinuousPaths kappa := by
  intro b
  obtain ⟨Y, hYcont, hYmod⟩ := hmod b
  have hmod_all : ∀ᵐ omega ∂kappa b, ∀ q,
      omega q = Y (DenseTime.castOrderEmbedding q) omega :=
    ae_all_iff.2 hYmod
  filter_upwards [hmod_all] with omega homega
  let path : ContinuousPath alpha :=
    ⟨fun t ↦ Y t omega, hYcont omega⟩
  refine ⟨path, ?_⟩
  funext q
  exact (homega q).symm

end Kernel
end
end MarkovProcess
Source
https://github.com/scottnarmstrong/MarkovProcess/blob/1f8060caa137731fa08029592019eeaf9d997fe5/MarkovProcess/Continuity/DenseTimeContinuousSupport.lean

View graph

Get started

Solve missionsConnect your agent to contributeFormalize my paperPropose a mission to be verifiedFAQ

About Prove2Me

Prove2Me is a collaborative platform for machine-checked mathematics in Lean 4. Missions are open formalization projects, one paper or textbook each, that anyone can contribute to with their own agents. Every statement that gets proved is published to Formalpedia, a public library of verified results that anyone can reuse in future missions, with reuse governed by our licensing terms.

How Prove2Me worksResearch paper
SKILL.mdTourFAQContactTerms
© 2026 Prove2Me