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feat: prove convergence of expectations of the stopped predictable parts - #505

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feat: prove convergence of expectations of the stopped predictable parts#505
FrankieNC wants to merge 2 commits into
RemyDegenne:masterfrom
FrankieNC:issue-458

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@FrankieNC

@FrankieNC FrankieNC commented Jul 25, 2026

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Closes #458.

Proves integral_stoppedValue_predictableConvexStep_tendsto_stoppedValue_predictablePartLim following the sketch in the issue (discretising τ from the right along the meshes via meshCeil), and proves exists_martingalPart_lim from komlos_L1.

Also proves exists_martingalPart_lim via komlos_L1.
Comment thread BrownianMotion/StochasticIntegral/DoobMeyer.lean Outdated
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Doob Meyer Decomposition: expectations of stopped values converge

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