| − | An '''increment''' of a stochastic process is the difference between two random variables of the same stochastic process. For a stochastic process with an index set that can be interpreted as time, an increment is how much the stochastic process changes over a certain time period. For example, if <math>\{X(t):t\in T \}</math> is a stochastic process with state space <math>S</math> and index set <math>T=[0,\infty)</math>, then for any two non-negative numbers <math>t_1\in [0,\infty)</math> and <math>t_2\in [0,\infty)</math> such that <math>t_1\leq t_2</math>, the difference <math>X_{t_2}-X_{t_1}</math> is a <math>S</math>-valued random variable known as an increment.<ref name="KarlinTaylor2012page27"/><ref name="Applebaum2004page1337"/> When interested in the increments, often the state space <math>S</math> is the real line or the natural numbers, but it can be <math>n</math>-dimensional Euclidean space or more abstract spaces such as [[Banach space]]s.<ref name="Applebaum2004page1337"/>
| + | 随机过程的增量是同一随机过程的两个随机变量之间的差值。对于一个指数集可以解释为时间的随机过程，增量是随机过程在某个时间段内的变化量。例如，如果t\}</math>中的<math>\{X（t）：t\in t\}</math>是状态空间<math>S</math>且索引集<math>t=[0，infty）</math>中的任意两个非负数<math>t\u 1\和[0，\infty）</math>中的<math>t_2\使得<math>tˉ，差异<math>X{tu 2}-X{t_1}</math>是一个称为增量的<math>S</math>值随机变量。<ref name="KarlinTaylor2012page27"/><ref name="Applebaum2004page1337"/>当对增量感兴趣时，通常状态空间<math>S</math>是实线或自然数，但它可以是<math>n</math>维欧几里德空间或更抽象的空间，如[[巴拿赫空间]] Banach spaces。<ref name="Applebaum2004page1337"/> |