Poisson process and continious modifications

46 Views Asked by At

How can I prove that Poisson process dont have modification with continious paths, any idead would be appreciated.

1

There are 1 best solutions below

2
On BEST ANSWER

A Poisson process has almost surely discontinuous paths. Since it is right-continuous, it is indistinguishable from any of its right-continuous modifications. Hence any modification has almost surely discontinuous paths.