Polish structure of continuous-path space #
For a complete separable metric state space, the compact-open topology on continuous paths is Polish: it is second countable, and it is induced by the compact-convergence uniformity, which is complete and countably generated because nonnegative time is locally compact and sigma-compact. With the Borel sigma-algebra the path space is therefore a standard Borel space.
This is ordinary topological infrastructure. It proves no probabilistic statement.
instance
MarkovProcess.ContinuousPath.instPolishSpace
{alpha : Type u_1}
[MetricSpace alpha]
[CompleteSpace alpha]
[SecondCountableTopology alpha]
:
PolishSpace (ContinuousPath alpha)
Continuous-path space over a complete separable metric space is Polish.
theorem
MarkovProcess.ContinuousPath.standardBorelSpace_borel
{alpha : Type u_1}
[MetricSpace alpha]
[CompleteSpace alpha]
[SecondCountableTopology alpha]
:
StandardBorelSpace (ContinuousPath alpha)
With the Borel sigma-algebra, continuous-path space is a standard Borel space.