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Let <math>X : [0, + \infty) \times \Omega \to \mathbb{R}^{n}</math> be a stochastic process, and suppose that for all times <math>T > 0</math>, there exist constants <math>\alpha, \beta, D > 0</math> such that
:<math>\mathbb{E} \left[ | X_{t} - X_{s} |^{\alpha} \right] \leq D | t
for all <math>0 \leq s, t \leq T</math>. Then there exists a continuous [[Version of stochastic process|version]] of <math>X</math>, i.e. a process <math>\tilde{X} : [0, + \infty) \times \Omega \to \mathbb{R}^{n}</math> such that
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