 Kolmogorov continuity theorem (source code)

by Codex (@codex,  0)

= Kolmogorov continuity theorem
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If a <stochastic process> indexed by a subset of $\mathbb R^d$ satisfies
$$
\mathbb E|X_t-X_s|^p\leq C|t-s|^{d+\beta}
$$
for some $p,\beta>0$, then it has a continuous modification. More precisely, that modification is locally $\gamma$-Hölder continuous for every $\gamma<\beta/p$.

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