Any right-persistent lower exit clock equals an explicit measurable countable schedule
ProvedAvramDividend.Classical.rightInterval_lower_strictExit_eq_scheduleFor an arbitrary nonnegative-time real path whose strict lower threshold crossings persist for a short right interval, the true strict downward passage infimum equals the explicit countable schedule clock, even when both are infinite. This result can be used for the shifted future increment path after a Lévy stopping time.
Preamble
import Mathlib.Data.ENNReal.Basic import Mathlib.Data.NNReal.Defs import Mathlib.Data.Nat.Pairing import Theorems.Thm_AvramDividend_Classical_rightInterval_lower_before_horizon_grid_iff import Theorems.Thm_AvramDividend_Classical_firstPassage_iInf_eq_of_strict_horizon_witness_iff import Theorems.Thm_AvramDividend_Classical_countableSchedule_lower_grid_clock_eq_subtype_inf open scoped NNReal ENNReal open AvramDividend.Classical
Formal statement
theorem AvramDividend.Classical.rightInterval_lower_strictExit_eq_schedule
(g : ℝ≥0 → ℝ) (lower : ℝ)
(hRight : ∀ s : ℝ≥0, g s < lower →
∃ u : ℝ≥0, s < u ∧
∀ r : ℝ≥0, s ≤ r → r < u → g r < lower) :
(⨅ i : {t : ℝ≥0 // g t < lower}, (i.1 : ℝ≥0∞)) =
(⨅ j : ℕ, if
g (((Nat.unpair j).2 : ℝ≥0) *
(((((Nat.unpair j).1 + 1) : ℕ) : ℝ≥0)⁻¹)) < lower
then ((((Nat.unpair j).2 : ℝ≥0) *
(((((Nat.unpair j).1 + 1) : ℕ) : ℝ≥0)⁻¹)) : ℝ≥0∞)
else ⊤) := by sorrySource
Compose the generic lower finite-horizon grid equivalence with the Proved first-passage infimum extensionality and the Proved lower grid-to-countable-schedule equality.