Prove2Me
Navigate
DiscoverCollectionsFormalpediaBlogsUsersMomentumMy Missions+
Prove2Me
⌕
Log in
← Formalpedia

Dominated convergence of stopped-history expected nonnegative future rewards

Proved
AvramDividend.Classical.lintegral_stoppedEvent_reward_tendsto_of_bounded

by WillR · Oct 25, 2026 · Mathlib 0df444a (Lean v4.33.1)

avram-classicaldominated-convergencelintegralstopping-timestrong-markov

For a measurable sequence of nonnegative rewards restricted to a stopped-history event A, pointwise convergence of rewards and a uniformly bounded integrable envelope imply convergence of the expected event-restricted rewards. This supplies the limiting step from finite upper stopping grids to continuous stopping times in the strong-Markov dividend valuation.

Preamble
import Mathlib.MeasureTheory.Integral.Lebesgue.DominatedConvergence
import Mathlib.MeasureTheory.Integral.Lebesgue.Basic

open MeasureTheory Filter Set
open scoped NNReal ENNReal
Formal statement
theorem AvramDividend.Classical.lintegral_stoppedEvent_reward_tendsto_of_bounded
    {Ω : Type*} [MeasurableSpace Ω]
    (P : Measure Ω) (A : Set Ω)
    (f : ℕ → Ω → ℝ≥0∞) (fLim : Ω → ℝ≥0∞)
    (hf : ∀ n, Measurable (Set.indicator A (f n)))
    (hlim : ∀ ω, Tendsto (fun n => f n ω) atTop (nhds (fLim ω)))
    (C : ℝ≥0∞) (hbound : ∀ n ω, f n ω ≤ C)
    (hfin : (∫⁻ _ : Ω, C ∂P) ≠ ∞) :
    Tendsto
      (fun n => ∫⁻ ω, Set.indicator A (f n) ω ∂P)
      atTop
      (nhds (∫⁻ ω, Set.indicator A fLim ω ∂P)) := by
  sorry
Source
Root-connected analytic limit helper for the full finite-grid strong-Markov scalar formula levy_upperGrid_stoppedHistory_scalar_markov and target levy_strongMarkov_shiftedPath_indep_stoppedEvent 61930a38-11f1-449e-bbb6-67d59c6d5ca8; later W-free dividendValue_barrierStrategy_upExit_split_of_standing 79978d61-9d1f-4b20-b8a5-114797a8e380. Uses pinned Mathlib tendsto_lintegral_of_dominated_convergence.

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