Continuous modification (source code)

= Continuous modification

A continuous modification of a <stochastic process> is a <modification of a stochastic process> whose paths are continuous outside a single null <event>. For a process originally given only on a countable dense set, the analogous construction gives a continuous extension agreeing simultaneously at all original indices. The <Kolmogorov continuity theorem> and <dyadic increment chaining> are standard ways to obtain it.