MarkovProcess.Continuity.DenseTimeContinuousSupport
DefinitionMarkovProcessModule_MarkovProcess_Continuity_DenseTimeContinuousSupportContinuous 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.
/-
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