Splitting of liftings in products of probability spaces. (Q1889785)

The paper deals with advanced properties of liftings in products of probability spaces. In their earlier paper [Fundam. Math. 166, No. 3, 281--303 (2000; Zbl 0966.28001)], the authors proved the existence of product liftings and densities having some desired properties provided the marginal spaces have suitable properties. In the present paper, they generalize their results to measures on the product space which are not necessarily the products of marginal measures. The main results are Theorem 2.3, Theorem 2.6 and Theorem 3.6. The proofs of generalizations require different techniques. Applications to stochastic processes are given.