Increasing process

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Script error: No such module "Unsubst". An increasing process is a stochastic process...

(Xt)tM

...where the random variables Xt which make up the process are increasing almost surely and adapted:

0=X0Xt1.

A continuous increasing process is such a process where the set M is continuous.

Consider a stochastic process (Xt) satisfying XtXs a.s. for all ts  My question is: Does there exist a modification X˘ of ,X which almost surely has increasing sample paths tX˘t(ω)?[1]

References

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  1. Script error: No such module "citation/CS1".

Script error: No such module "Check for unknown parameters".


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