A generalization of Kolmogorov's extension theorem and an application to the construction of stochastic processes with random time domains

DOI10.1214/AOP/1176991896MaRDI QIDQ1102033zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1988

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176991896

zbMATH Keywords

existence of stochastic processes on random time intervalsextension of Kolmogorov's theorem to spaces of functions with possibly different domains

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Foundations of stochastic processes (60G05)

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(4)

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• Kolmogorov extension, martingale convergence, and compositionality of processes
• scientific article; zbMATH DE number 4102196 (Why is no real title available?)
• Extension of stationary stochastic processes

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