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Modification

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Definition
StochasticDiffsStochasticProcesses

Let X=(Xt)t0,Y=(Yt)t0X=(X_{t})_{t\ge 0},Y=(Y_{t})_{t\ge 0} be processes on (Ω,F,P)(\Omega,\mathcal{F},P). X,YX,Y are modifications or versions of each other if t0\forall t\ge 0 Xt=Yt a.s. X_{t}=Y_{t}\text{ a.s. }

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