RemyDegennekolmogorov_extension4

Lean formalization of the Kolmogorov extension theorem
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  1. RemyDegenne/BrownianMotionusesbb86968

    Construction of a Brownian Motion in Lean

  2. raphaelrrcoelho/MathFinusesbb86968

    Formally verified mathematical finance in Lean 4. Black–Scholes/Greeks/PDE, Itô calculus, FTAP/Girsanov, CRR→BS convergence, Merton jump-diffusion.