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单词 KolmogorovsContinuityTheorem
释义

Kolmogorov’s continuity theorem


Let X={Xt}t0 be a process satisfying the following condition:For all T>0 there exist positive constants α, β, D such that

E[|Xt-Xs|α]D|t-s|1+β   0s,tT.

Then there exists a continuousMathworldPlanetmath modification of X.

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更新时间:2025/5/4 9:15:29