Increasing process

{{one source |date=March 2024}}

An increasing process is a stochastic process...

:(X_t)_{t \in M}

...where the random variables X_t which make up the process are increasing almost surely and adapted:

:0=X_0 \leq X_{t_1} \leq \cdots .

A continuous increasing process is such a process where the set M is continuous.

Consider a stochastic process (\Chi_t) satisfying X_t \leq X_s a.s. for all t \leq s  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)?{{Cite web |title=Increasing stochastic process |url=https://mathoverflow.net/questions/168757/increasing-stochastic-process |access-date=2023-05-06 |website=MathOverflow |language=en}}

References

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Category:Stochastic processes

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