Kolmogorov continuity theorem: Difference between revisions

Revision as of 13:15, 12 August 2014

Revision as of 01:21, 20 June 2015

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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>K = n (n + 2)</math> will work in the Kolmogorov continuity theorem.

==See Also==

[[Kolmogorov extension theorem]]

==References==