{"paper":{"title":"A Machine-Checked It\\^o Calculus for Brownian Motion","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.MF","authors_text":"Raphael Coelho","submitted_at":"2026-06-13T03:43:25Z","abstract_excerpt":"We develop the It\\^o calculus of Brownian motion, machine-checked in Lean~4 over Mathlib and the \\lean{BrownianMotion} package. On a bounded interval $[0,T]$ the It\\^o integral is built as a Hilbert-space isometry, from a predictable-rectangle $\\pi$-system through the density of simple adapted processes. Realized as a process, it is a continuous $L^2$ martingale. One structural identity drives this: the integral at time $t$ is the conditional-expectation projection of its terminal value onto $\\F_t$, and from it adaptedness, the martingale property, the contraction bound, and both the terminal "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2606.15089","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2606.15089/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}