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Stochastic continuity

From Encyclopedia of Mathematics
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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
This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article