An increasing process is a stochastic process...
...where the random variables which make up the process are increasing almost surely and adapted:
A continuous increasing process is such a process where the set is continuous.
Consider a stochastic process satisfying a.s. for all My question is: Does there exist a modification of , which almost surely has increasing sample paths ?[1]
References
- ↑ "Increasing stochastic process". MathOverflow. Retrieved 2023-05-06.
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