Increasing process explained

An increasing process is a stochastic process...

(Xt)t

...where the random variables

Xt

which make up the process are increasing almost surely and adapted:

0=X0\leq

X
t1

\leq.

A continuous increasing process is such a process where the set

M

is continuous.

Consider a stochastic process

(\Chit)

satisfying

Xt\leqXs

 a.s. for all

t\leqs

  My question is: Does there exist a modification

\breve{X}

of,

X

which almost surely has increasing sample paths

t\mapsto\breve{X}t(\omega)

?[1]

Notes and References

  1. Web site: Increasing stochastic process . 2023-05-06 . MathOverflow . en.