The Kolmogorov continuity theorem, Hölder continuity, and the Kolmogorov-Chentsov theorem

نویسنده

  • Jordan Bell
چکیده

Because X is a modification of Y , the right-hand side is a union of finitely many P -null sets, hence is itself a P -null set. A and B each belong to F , so P (A4B) = 0. Because P (A4B) = 0, P (A) = P (B), i.e. P (Xt1 ∈ A1, . . . , Xtn ∈ An) = P (Yt1 ∈ A1, . . . , Ytn ∈ An). 1We have not assumed that (Ω,F , P ) is a complete measure space, so we must verify that a set is measurable before speaking about its measure.

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تاریخ انتشار 2015