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Which families of finite-dimensional joint distributions are associated with continuous-path,countably additive,stochastic processes?
Authors:Lester E Dubins
Institution:(1) Berkeley, Calif, U.S.A.
Abstract:Summary Necessary and sufficient conditions on a family of finite-dimensional distributions for it to be the family of finite-dimensional joint distributions of a countably additive stochastic process with continuous paths have been given by Bartoszynski in 1962. The present paper gives such conditions when the parameter space is any compact metric space and, in particular, any compact manifold. Entrata in Redazione il 23 aprile 1976. This research was prepared with the support of National Science Foundation Grant Nos. MPS 75-09459 and GP 43085.
Keywords:continuous sample paths  stochastic processes  finite additivity  Wiener measure  Brownian motion  Gaussian processes
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