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

DOI10.1214/AOP/1176991896zbMATH Open0643.60032OpenAlexW2088932652MaRDI QIDQ1102033FDOQ1102033

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

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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)

Cited In (4)

• An Elementary Approach to the Daniell-Kolmogorov Theorem and Some Related Results
• Kolmogorov extension, martingale convergence, and compositionality of processes
• Title not available (Why is that?)
• Extension of stationary stochastic processes

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