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Line 3: ==Statement of the theorem== Let <math>(S,d)</math> be some complete metric space, and let <math>X : [0, + \infty) \times \Omega \to S</math> be a stochastic process. Suppose that for all times <math>T > 0</math>, there exist positive constants <math>\alpha, \beta, K</math> such that :<math>\mathbb{E} [d(X_t, X_s)^\alpha] \leq K \| t - s \|^{1 + \beta}</math>

Kolmogorov continuity theorem: Difference between revisions