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Appendix

Published in Cambridge University Press eBooks • Jul 24, 2006
NobleIDNI7P49W09R38S05
Authors:
Michael B. Marcus
,
Jay Rosen

Abstract

Kolmogorov's Theorem gives a simple condition for Hölder continn a complete separable metric space. Since we only use it in Chapter 2 for processes on Rd, we simplify matters and consider only processes on [0, 1]d. This result is interesting from a historical perspective since it contains the germs ...

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