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#kolmogorov_extension_theorem

Kolmogorov extension theorem

Consistent set of finite-dimensional distributions will define a stochastic process

In mathematics, the Kolmogorov extension theorem is a theorem that guarantees that a suitably "consistent" collection of finite-dimensional distributions will define a stochastic process. It is credited to the English mathematician Percy John Daniell and the Russian mathematician Andrey Nikolaevich Kolmogorov.

Tue 19th

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Kolmogorov extension theorem Carathéodory's extension theorem Kolmogorov's theorem Kolmogorov continuity theorem Extension theorem Extension Andrey Kolmogorov Kolmogorov complexity Kolmogorov–Arnold representation theorem Donsker's theorem
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