Theorems regarding stochastic processes

Kolmogorov continuity theorem

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

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http://mathispower4u.wordpress.com/

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Related pages

Kolmogorov extension theorem | Sample-continuous process | Moment (mathematics) | Mathematics | Brownian motion | Andrey Kolmogorov | Theorem | Stochastic process