The author shows how the Kolmogorov continuity theorem for stochastic processes follows from the Sobolev embedding theorem from the theory of function spaces.
Cited in
(9)- Elliptic boundary value problems with Gaussian white noise loads
- Embedding a stochastic difference equation into a continuous-time process
- On some càdlàguity moment estimates of stochastic jump processes
- Nonparametric estimation of the division rate of an age dependent branching process
- Probabilistic Sobolev embeddings, applications to eigenfunctions estimates
- Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds
- scientific article; zbMATH DE number 850357 (Why is no real title available?)
- Maximal inequalities and some applications
- Sobolev's embedding on time scales
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