PlanetMath (more info)
 Math for the people, by the people. Sponsor PlanetMath
Encyclopedia | Requests | Forums | Docs | Wiki | Random | RSS  
Login
create new user
name:
pass:
forget your password?
Main Menu
Owner confidence rating: Low Entry average rating: No information on entry rating
Kolmogorov's continuity theorem (Theorem)

Let $X=\lbrace X_t \rbrace_{t\geq 0}$ be a process satisfying the following condition$\colon$ For all $T>0$ there exist positive constants $\alpha$ , $\beta$ , $D$ such that $$ E[|X_t-X_s|^{\alpha}]\leq D|t-s|^{1+\beta} \,\,\ 0\leq s, t\leq T.$$
Then there exists a continuous modification of $X$ .




"Kolmogorov's continuity theorem" is owned by georgiosl.
(view preamble | get metadata)

View style:

See Also: distributions of a stochastic process

Log in to rate this entry.
(view current ratings)

Cross-references: modification, continuous, positive

This is version 6 of Kolmogorov's continuity theorem, born on 2006-03-04, modified 2006-08-12.
Object id is 7678, canonical name is KolmogorovsContinuityTheorem.
Accessed 1897 times total.

Classification:
AMS MSC60G07 (Probability theory and stochastic processes :: Stochastic processes :: General theory of processes)

Pending Errata and Addenda
None.
[ View all 1 ]
Discussion
Style: Expand: Order:
forum policy

No messages.

Interact
post | correct | update request | prove | add result | add corollary | add example | add (any)