Increasing process
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Find sources: "Increasing process" – news · newspapers · books · scholar · JSTOR (March 2024)
Find sources: "Increasing process" – news · newspapers · books · scholar · JSTOR (March 2024)
An increasing process is a stochastic process...
- {\displaystyle (X_{t})_{t\in M}}
...where the random variables {\displaystyle X_{t}} which make up the process are increasing almost surely and adapted:
- {\displaystyle 0=X_{0}\leq X_{t_{1}}\leq \cdots .}
A continuous increasing process is such a process where the set {\displaystyle M} is continuous.
Consider a stochastic process {\displaystyle (\mathrm {X} _{t})} satisfying {\displaystyle X_{t}\leq X_{s}} a.s. for all {\displaystyle t\leq s} My question is: Does there exist a modification {\displaystyle {\breve {X}}} of ,{\displaystyle X} which almost surely has increasing sample paths {\displaystyle t\mapsto {\breve {X}}_{t}(\omega )}?[1]
References
[edit ]- ^ "Increasing stochastic process". MathOverflow. Retrieved 2023年05月06日.
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