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Increasing process

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(March 2024)

An increasing process is a stochastic process...

( X t ) t M {\displaystyle (X_{t})_{t\in M}} {\displaystyle (X_{t})_{t\in M}}

...where the random variables X t {\displaystyle X_{t}} {\displaystyle X_{t}} which make up the process are increasing almost surely and adapted:

0 = X 0 X t 1 . {\displaystyle 0=X_{0}\leq X_{t_{1}}\leq \cdots .} {\displaystyle 0=X_{0}\leq X_{t_{1}}\leq \cdots .}

A continuous increasing process is such a process where the set M {\displaystyle M} {\displaystyle M} is continuous.

Consider a stochastic process ( X t ) {\displaystyle (\mathrm {X} _{t})} {\displaystyle (\mathrm {X} _{t})} satisfying X t X s {\displaystyle X_{t}\leq X_{s}} {\displaystyle X_{t}\leq X_{s}} a.s. for all t s {\displaystyle t\leq s} {\displaystyle t\leq s}  My question is: Does there exist a modification X ˘ {\displaystyle {\breve {X}}} {\displaystyle {\breve {X}}} of , X {\displaystyle X} {\displaystyle X} which almost surely has increasing sample paths t X ˘ t ( ω ) {\displaystyle t\mapsto {\breve {X}}_{t}(\omega )} {\displaystyle t\mapsto {\breve {X}}_{t}(\omega )}?[1]

References

[edit ]
  1. ^ "Increasing stochastic process". MathOverflow. Retrieved 2023年05月06日.


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