Stochastic continuity
From Encyclopedia of Mathematics
A property of the sample functions of a stochastic process. A stochastic process 
defined on a set 
is called stochastically continuous on this set if for any 
and all 
,
 |
where 
is the distance between points in the corresponding space of values of 
.
References
| [1] | Yu.V. [Yu.V. Prokhorov] Prohorov, Yu.A. Rozanov, "Probability theory, basic concepts. Limit theorems, random processes" , Springer (1979) (Translated from Russian) |
How to Cite This Entry:
Stochastic continuity. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Stochastic_continuity&oldid=39602
Stochastic continuity. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Stochastic_continuity&oldid=39602
This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article