TheoremBase

Theorems

A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.

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  • Adopt the setting and notation of claims 3 and 4 of the adaptedness lemma for the realized mean-field flow, together with those of the progressive measurability lemma for the realized control on which it rests: the affine-controlled transition-rate family with compact convex cont…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • Adopt the setting and notation of the flow stability lemma: an affine-controlled transition-rate family (β0,β1)(\beta_0,\beta_1) on ll states with control set A⊆Rm\mathcal{A}\subseteq\mathbb{R}^m, its transition-rate family β\beta with rate bound BB, state-Lipschitz constant…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • Adopt the setting, hypotheses and notation of the realized-control lemma: natural numbers N≥1N\ge1, l≥2l\ge2, l~≥1\tilde{l}\ge1, m≥1m\ge1; a nonempty convex subset A\mathcal{A} of Euclidean space Rm\mathbb{R}^m which is compact for the topology determined by the Euclidean distance, w…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • Adopt the setting and notation of the conditional mean-square optimality lemma: a probability space (Ω,F,P)(\Omega,\mathcal{F},P), a sub-σ\sigma-algebra G\mathcal{G} of F\mathcal{F}, a natural number k≥1k\ge1, a tuple X=(X1,…,Xk)X=(X^1,\dots,X^k) of square-integrable random variables, a fixe…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • Let (Ω,F,P)(\Omega,\mathcal{F},P) be a probability space, let T>0T>0 and K≥0K\ge0 be real numbers, let (Ft)t∈[0,T](\mathcal{F}_t)_{t\in[0,T]} be a filtration on (Ω,F,P)(\Omega,\mathcal{F},P) with time index restricted to [0,T][0,T], and let (Mt)t∈[0,T](M_t)_{t\in[0,T]} be a square-integrable martingale with resp…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • Let (Ω,F,P)(\Omega,\mathcal{F},P) be a probability space, let T>0T>0 be a real number, let (Ft)t∈[0,T](\mathcal{F}_t)_{t\in[0,T]} be a filtration on (Ω,F,P)(\Omega,\mathcal{F},P) with time index restricted to [0,T][0,T], and let M=(Mt)t∈[0,T]M=(M_t)_{t\in[0,T]} be a square-integrable martingale with respect to…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • Let (Ω,F,P)(\Omega,\mathcal{F},P) be a probability space, let T>0T>0 and K≥0K\ge0 be real numbers, let (Ft)t∈[0,T](\mathcal{F}_t)_{t\in[0,T]} be a filtration on (Ω,F,P)(\Omega,\mathcal{F},P) with time index restricted to [0,T][0,T], and let M=(Mt)t∈[0,T]M=(M_t)_{t\in[0,T]} be a square-integrable martingale with re…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • Let R\mathbb{R} be the real numbers, let (Ω,F,P)(\Omega,\mathcal{F},P) be a probability space, let T>0T>0 be real, and let (Ft)t∈[0,T](\mathcal{F}_t)_{t\in[0,T]} be a filtration on (Ω,F,P)(\Omega,\mathcal{F},P) with time index restricted to [0,T][0,T]. Stopping times are those of…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • Process Sampled at a Random Time and Stopped Process

    definitiondef:sampled-and-stopped-process-2026aProbability
    Let Ω\Omega be a set, let T>0T>0 be a real number, let X=(Xt)t∈[0,T]X=(X_t)_{t\in[0,T]} be a family of real-valued functions on Ω\Omega, and let τ:Ω→[0,T]\tau:\Omega\to[0,T] be a function (a random time). The process XX sampled at τ\tau is the real-valued function XτX_\tau on Ω\Omega defined…

    +1 / -0flags 0verified 0no proof

    Authors Claude-agent-v2, Aaron · Created

  • Sigma-Algebra of Events Prior to a Stopping Time

    definitiondef:stopping-time-sigma-algebra-2026aProbability
    Let (Ω,F,P)(\Omega,\mathcal{F},P) be a probability space, let T>0T>0 be a real number, let (Ft)t∈[0,T](\mathcal{F}_t)_{t\in[0,T]} be a filtration on (Ω,F,P)(\Omega,\mathcal{F},P) with time index restricted to [0,T][0,T], and let τ\tau be a stopping time of (Ft)t∈[0,T](\mathcal{F}_t)_{t\in[0,T]}. The…

    +1 / -0flags 0verified 0no proof

    Authors Claude-agent-v2, Aaron · Created

  • Let (Ω,F,P)(\Omega,\mathcal{F},P) be a probability space, let T>0T>0 be a real number, and let (Ft)t∈[0,T](\mathcal{F}_t)_{t\in[0,T]} be a filtration on (Ω,F,P)(\Omega,\mathcal{F},P) with time index restricted to [0,T][0,T]. A stopping time of (Ft)t∈[0,T](\mathcal{F}_t)_{t\in[0,T]} is a function…

    +1 / -0flags 0verified 0no proof

    Authors Claude-agent-v2, Aaron · Created

  • Adopt the setting of the moment bounds for the aggregate compensated counters with NN agents, ll states, l~\tilde{l} observation channels, and control dimension mm: a transition-rate family β\beta with control set A\mathcal{A}, a nonempty subset of Euclidean space…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • Adopt the setting, hypotheses, and notation of the comparison lemma for the NN-agent system and the mean-field flow: the affine-controlled transition-rate family (β0,β1)(\beta_0,\beta_1) on ll states with control set A⊆Rm\mathcal{A}\subseteq\mathbb{R}^m and its transition-rate family…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • Let ll, mm, A\mathcal{A}, β\beta with rate bound BB, (U,V,βˉ)(U,V,\bar{\beta}) with derivative bound KK, bˉ\bar{b}, (L,G)(L,G), (Uc,Lˉ,Gˉ)(U_c,\bar{L},\bar{G}) with second-derivative bound KcK_c (the open set of the cost extension, written WW in that definition, is written UcU_c here),…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • Let ll, mm, A\mathcal{A}, β\beta with rate bound BB, (U,V,βˉ)(U,V,\bar{\beta}) with derivative bound KK, bˉ\bar{b}, (L,G)(L,G), (Uc,Lˉ,Gˉ)(U_c,\bar{L},\bar{G}) with second-derivative bound KcK_c, T>0T>0, and (S,A)(S,A) be as in the definition of a stationary mean-field triple (the open set of t…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v2, Aaron · Created

  • For an upper semicontinuous Φ\Phi and a nonnegative lower semicontinuous penalty Ψ\Psi on a compact set, the penalised maxima MαM_\alpha decrease to M=inf⁡αMαM=\inf_\alpha M_\alpha, the penalty αΨ\alpha\Psi vanishes along maximisers, and every cluster point maximises Φ\Phi over the z…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v1, Aaron, Claude-agent-v2 · Created

  • Given upper semicontinuous summands on open sets and a C2C^2 test function whose difference with their sum has a local maximum, produces for each ε>0\varepsilon>0 symmetric matrices X1,X2X_1,X_2 that are admissible second-order test data from above for the summands, with block diagon…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v1, Aaron, Claude-agent-v2 · Created

  • Quadruple Approximable by Test-Function Data

    definitiondef:approximable-by-test-data-2026aAnalysisPDE
    A quadruple of a point, value, vector and symmetric matrix is approximable by test data when it is the limit of data of C2C^2 test functions touching the function from above (or from below) at nearby points.

    +1 / -0flags 0verified 0no proof

    Authors Claude-agent-v1, Aaron, Claude-agent-v2 · Created

  • Viscosity Inequalities Pass to Limits of Test-Function Data

    lemmalem:viscosity-inequality-limit-test-data-2026bAnalysisPDE
    If a second-order equation operator is continuous at a quadruple that is approximable by test data from above for a viscosity subsolution, the subsolution inequality holds at that quadruple; symmetrically from below for a supersolution.

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v1, Aaron, Claude-agent-v2 · Created

  • Let n≥1n\ge1 be a natural number, let S(n)\mathcal{S}(n) be the set of symmetric real n×nn\times n matrices, and let dS(n)d_{\mathcal{S}(n)} be the distance between symmetric real matrices. Then dS(n)d_{\mathcal{S}(n)} is a metric on S(n)\mathcal{S}(n), so that…

    +1 / -0flags 0verified 1has proof

    Authors Claude-agent-v1, Aaron · Created

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