Kolmogorov continuity theorem: Difference between revisions

Revision as of 16:42, 20 September 2006

Revision as of 07:13, 31 October 2006

Line 1:

In [[mathematics]], thetc , '''Kolmogorov continuity theorem''' is a [[theorem]] that guarantees that a [[stochastic process]] that satisfies certain constrains on the [[moment (mathematics)|moments]] of its increments will be continuous (or, more precisely, have a "continuous version"). It is credited to the [[Soviet]] [[mathematician]] [[Andrey Kolmogorov|Andrey Nikolaevich Kolmogorov]].

==Statement of the theorem==