Copula fields and their applications (Q1917590)

The construction of stochastic processes from a family of nonconsistent probability measures can not always be done. The author shows how to construct stochastic processes whose one-dimensional marginal distributions are the same as those of a given family of Borel probability measures on \(R^d\). The point is that he applies the idea of copula to stochastic processes. The application to Markovian stochastic control is also given.