feat(probability/martingale): optional sampling theorem (#14065)
We prove the optional sampling theorem: if `τ` is a bounded stopping time and `σ` is another stopping time, then the value of a martingale `f` at the stopping time `min τ σ` is almost everywhere equal to `μ[stopped_value f τ | hσ.measurable_space]`.
Co-authored-by: RemyDegenne <remydegenne@gmail.com>
Co-authored-by: Rémy Degenne <remydegenne@gmail.com>