equal
deleted
inserted
replaced
85 finally show "{\<omega> \<in> \<Omega> - A. T \<omega> \<le> t} \<in> sets (F t)" . |
85 finally show "{\<omega> \<in> \<Omega> - A. T \<omega> \<le> t} \<in> sets (F t)" . |
86 next |
86 next |
87 fix AA :: "nat \<Rightarrow> 'a set" and t assume "range AA \<subseteq> {A. \<forall>t. {\<omega> \<in> A. T \<omega> \<le> t} \<in> sets (F t)}" |
87 fix AA :: "nat \<Rightarrow> 'a set" and t assume "range AA \<subseteq> {A. \<forall>t. {\<omega> \<in> A. T \<omega> \<le> t} \<in> sets (F t)}" |
88 then have "(\<Union>i. {\<omega> \<in> AA i. T \<omega> \<le> t}) \<in> sets (F t)" for t |
88 then have "(\<Union>i. {\<omega> \<in> AA i. T \<omega> \<le> t}) \<in> sets (F t)" for t |
89 by auto |
89 by auto |
90 also have "(\<Union>i. {\<omega> \<in> AA i. T \<omega> \<le> t}) = {\<omega> \<in> UNION UNIV AA. T \<omega> \<le> t}" |
90 also have "(\<Union>i. {\<omega> \<in> AA i. T \<omega> \<le> t}) = {\<omega> \<in> \<Union>(AA ` UNIV). T \<omega> \<le> t}" |
91 by auto |
91 by auto |
92 finally show "{\<omega> \<in> UNION UNIV AA. T \<omega> \<le> t} \<in> sets (F t)" . |
92 finally show "{\<omega> \<in> \<Union>(AA ` UNIV). T \<omega> \<le> t} \<in> sets (F t)" . |
93 qed auto |
93 qed auto |
94 |
94 |
95 lemma sets_pre_sigma: "stopping_time F T \<Longrightarrow> sets (pre_sigma T) = {A. \<forall>t. {\<omega>\<in>A. T \<omega> \<le> t} \<in> sets (F t)}" |
95 lemma sets_pre_sigma: "stopping_time F T \<Longrightarrow> sets (pre_sigma T) = {A. \<forall>t. {\<omega>\<in>A. T \<omega> \<le> t} \<in> sets (F t)}" |
96 unfolding pre_sigma_def by (rule sigma_algebra.sets_measure_of_eq[OF sigma_algebra_pre_sigma]) |
96 unfolding pre_sigma_def by (rule sigma_algebra.sets_measure_of_eq[OF sigma_algebra_pre_sigma]) |
97 |
97 |