import OAI.Probability.FreeIsing.Brownian.RandomEvaluation import OAI.Probability.FreeIsing.Martingales.StoppedMartingaleL2 import OAI.Probability.FreeIsing.Stochastic.RandomStoppedSimpleIntegral namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter open scoped NNReal Topology namespace Problem367.BrownianIntegralProcess variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} theorem tendsto_random_stopped_uniformSum {B H I : ℝ≥0 → Ω → ℝ} {F : Filtration ℝ≥0 mΩ} (hB : IsPreBrownianReal B P) (hAd : StronglyAdapted F B) (hind : ∀ s t, s ≤ t → Indep (MeasurableSpace.comap (fun ω => B t ω - B s ω) inferInstance) (F s) P) (hBc : ∀ᵐ ω ∂P, Continuous (fun t => B t ω)) (hH : StronglyAdapted F H) {C : ℝ} (hb : ∀ᵐ ω ∂P, ∀ t, |H t ω| ≤ C) (hI : Martingale I F P) (hI2 : ∀ t, MemLp (I t) 2 P) (hIc : ∀ᵐ ω ∂P, Continuous (fun t => I t ω)) {T : ℝ≥0} (hlim : Tendsto (fun n => ∫ ω, (stoppedUniformSum B H T n T ω - I T ω) ^ 2 ∂P) atTop (𝓝 0)) {τ : Ω → WithTop ℝ≥0} (hτ : IsStoppingTime F τ) {t : ℝ≥0} (ht : t ≤ T) : Tendsto (fun n => ∫ ω, (stoppedUniformSum (stoppedProcess B τ) (stoppedProcess H τ) T n t ω - stoppedProcess I τ t ω) ^ 2 ∂P) atTop (𝓝 0) := by have h := stopped_uniform_limit_random_evaluation hB hAd hind hBc hH hb hI hI2 hIc hlim (StoppedMartingaleL2.measurable_cappedTime hτ t) (fun _ => (WithTop.untopA_le (min_le_left _ _)).trans ht) change Tendsto (fun n => ∫ ω, (stoppedProcess (stoppedUniformSum B H T n) τ t ω - stoppedProcess I τ t ω) ^ 2 ∂P) atTop (𝓝 0) at h simpa only [RandomStoppedSimpleIntegral.stopped_uniformSum] using h end Problem367.BrownianIntegralProcess end end OAI