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Kolmogorov continuity theorem
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Kolmogorov continuity theorem
In
mathematics
, the
Kolmogorov continuity theorem
is a
theorem
that guarantees that a
stochastic process
that satisfies certain constraints on the
moments
of its increments will be continuous (or, more precisely, have a "continuous version"). It is credited to the
Soviet
mathematician
Andrey Nikolaevich Kolmogorov
.
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