Increasing process - Alchetron, The Free Social Encyclopedia

An increasing process is a stochastic process

( X t ) t ∈ M

where the random variables X t which make up the process are increasing almost surely and adapted:

0 = X 0 ≤ X t 1 ≤ ⋯ .

A continuous increasing process is such a process where the set M is continuous.

References

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