An increasing process is a stochastic process...
(Xt)t
...where the random variables
Xt
0=X0\leq
X | |
t1 |
\leq … .
A continuous increasing process is such a process where the set
M
Consider a stochastic process
(\Chit)
Xt\leqXs
t\leqs
\breve{X}
X
t\mapsto\breve{X}t(\omega)