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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Continuity of sample paths of stochastic processes

Dear all, [Bauer, Probability Theory, Exercise 2 of Chapter 39] --> http://books.google.de/books?id=w76IHsPHybcC&pg=PA339#v=onepage&q&f=false gives the following characterisation for the continuity …