Kolmogorov continuity theorem: Difference between revisions

Revision as of 13:54, 26 June 2007

Revision as of 10:56, 27 November 2007

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In the case of [[Brownian motion]] on <math>\mathbb{R}^{n}</math>, the choice of constants <math>\alpha = 4</math>, <math>\beta = 1</math>, <math>D = n (n + 2)</math> will work in the Kolmogorov continuity theorem.

==ReferenceReferences==

* {{cite book | author=Øksendal, Bernt K. | authorlink=Bernt Øksendal | title=Stochastic Differential Equations: An Introduction with Applications | publisher=Springer, Berlin | year=2003 | id=ISBN 3-540-04758-1}}