Cadlag modification


by Focus
Tags: cadlag, modification
Focus
Focus is offline
#1
Mar1-09, 05:05 PM
P: 284
I was reading Stochastic Integration and Differential Equations by Protter and it had a nice theorem that every Levy process in law which has continuity in probability, admits a cadlag modification. The proof is very confusing and I was wondering if anyone could help me clear it up a bit.

I wish to prove a slight modification, which is that the set
[tex]\{\omega : \not \exists \lim_{\mathbb{Q}\ni s\downarrow t}X_t(\omega) \quad t \geq 0 \}[/tex]
is measurable and has a measure zero. I have that X has stationary independent increments and is continuous in probability (also X starts at 0 a.s.). Any help would be much appreciated.
Phys.Org News Partner Science news on Phys.org
Better thermal-imaging lens from waste sulfur
Hackathon team's GoogolPlex gives Siri extra powers
Bright points in Sun's atmosphere mark patterns deep in its interior

Register to reply

Related Discussions
Energy consumption modification Engineering Systems & Design 17
What would a modification do? General Physics 5
What would a modification do? General Physics 5
A PHP modification Computing & Technology 9
body modification General Discussion 9