Kolmogorov continuity theorem (source code)

= Kolmogorov continuity theorem
{wiki=Kolmogorov_continuity_theorem}

The Kolmogorov continuity theorem is a fundamental result in the theory of stochastic processes, particularly in the study of Brownian motion and other continuous-time processes. It provides conditions under which a collection of random variables (typically indexed by time) possesses a continuous version, which means that the sample paths of the process can be modified to be continuous with probability one.