ExcessiveCubeMaximum #
Ported from scottnarmstrong/Superdiffusion at 7f20476385d4af418f110303085ad0740c9eba46. Module imports, support namespace and local option directives adapted for Lean Pool.
The pointwise maximum principle for the cube remainder #
The cube remainder is a nonnegative weak supersolution of the shifted equation with zero right-hand side, so the almost-everywhere maximum principle of the part-domain layer applies to it. Both sides of that inequality are continuous on the cube, so it holds at every point of the cube; off the cube both sides vanish, so it holds everywhere.
This is the lam-excessiveness inequality of the truncated barrier, in the
exact shape consumed by the exponential comparison of the process layer.
theorem
DivergenceFormProcess.Form.WholeSpaceBarrierData.boundedMeasurableToScalarL2_cubeBarrier
{d : ℕ}
[NeZero d]
{A : WholeSpaceAnalyticData d}
(P : WholeSpaceBarrierData A)
(m : ℕ)
(hVU : P.V ⊆ wholeSpaceCube d m)
:
theorem
DivergenceFormProcess.Form.WholeSpaceBarrierData.mul_analyticCubeResolvent_cubeBarrier_le
{d : ℕ}
[NeZero d]
{A : WholeSpaceAnalyticData d}
(P : WholeSpaceBarrierData A)
(m : ℕ)
(hVU : P.V ⊆ wholeSpaceCube d m)
(mu : ↑MarkovProcess.Semigroup.PositiveShift)
(hmu : ↑P.lam < ↑mu)
(x : HCPolySupport.Vec d)
:
↑mu * A.analyticCubeResolvent mu (P.cubeBarrier m) ⋯ ⋯ m x ≤ ↑mu / (↑mu - ↑P.lam) * P.cubeBarrier m x
The pointwise weak maximum principle on one exhaustion cube.