Kolmogorov continuity theorem: Difference between revisions

Revision as of 20:20, 7 November 2006

Revision as of 13:49, 26 June 2007

Line 7:

:<math>\mathbb{E} \left[ | X_{t} - X_{s} |^{\alpha} \right] \leq D | t - s |^{1 + \beta}</math>

for all <math>0 \leq s, t \leq T</math>. Then there exists a continuous [[version]] of <math>X</math>, i.e. a process <math>\tilde{X} : [0, + \infty) \times \Omega \to \mathbb{R}^{n}</math> such that

* <math>\tilde{X}</math> is [[sample continuous process|sample continuous]];