Stochastic continuity of a stochastic process 
taking values in Euclidean
space 
means that
 |
for all 
and 
, with 
. Here, 
is the Euclidean norm
and 
denotes probability. It is also called continuity
in probability (Sato 1999, p. 3).
Stochastic Continuity
See also
Probability, Stochastic ProcessExplore with Wolfram|Alpha
References
Sato, K.-I. Lévy Processes and Infinitely Divisible Distributions. Cambridge, England: Cambridge University Press, 1999.Cite this as:
Weisstein, Eric W. "Stochastic Continuity." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/StochasticContinuity.html