Kolmogorov continuity theorem: Difference between revisions

Revision as of 21:57, 6 December 2016

Revision as of 02:43, 17 December 2016

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* for every time <math>t \geq 0</math>, <math>\mathbb{P} (X_t = \tilde{X}_t) = 1.</math>

Furthermore, the paths of <math>\tilde{X}</math> are almost surely locally [[Hölder continuity|<math>\gamma</math>-Hölder-continuous]] for every <math>0<\gamma<\tfrac\beta\alpha</math>.

==Example==