First machine-checked formalization of the FTAP in Lean 4 across three settings, with explicit EMM construction via minimization of E[log(1+e<θ,Y>)] in the d-asset case.
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3 Pith papers cite this work. Polarity classification is still indexing.
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2026 3representative citing papers
Lean 4 formalization of the Itô integral as Hilbert-space isometry from simple processes, Itô's formula for C3 functions with explicit L2 bounds, and extension to continuous local martingale.
Lean Atlas visualizes Lean 4 dependency graphs and applies Lean Compass to reduce the nodes needing human semantic review by 27-99% across six evaluated projects.
citing papers explorer
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The Fundamental Theorem of Asset Pricing, Formalized in Lean 4
First machine-checked formalization of the FTAP in Lean 4 across three settings, with explicit EMM construction via minimization of E[log(1+e<θ,Y>)] in the d-asset case.
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A Machine-Checked It\^o Calculus for Brownian Motion
Lean 4 formalization of the Itô integral as Hilbert-space isometry from simple processes, Itô's formula for C3 functions with explicit L2 bounds, and extension to continuous local martingale.
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Lean Atlas: An Integrated Proof Environment for Scalable Human-AI Collaborative Formalization
Lean Atlas visualizes Lean 4 dependency graphs and applies Lean Compass to reduce the nodes needing human semantic review by 27-99% across six evaluated projects.