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Raphael Coelho

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#diffusion models Open access Oct 2026

formal-mathfin: A Formally Verified Library of Mathematical Finance in Lean 4

A Lean 4 library of machine-checked mathematical-finance theorems: 535 sorry-free theorems, 522 of them delivery-ready, depending only on the axioms propext, Classical.choice and Quot.sound. It covers continuous-time stochastic calculus (the Ito integral, Ito's formula, quadratic variation and martingale representation...

Raphael Coelho · 0 citations

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