Summary
Associated with any countably additive probability measureP on the well-known Skorohod spaceD is the family {P α} of P's finite-dimensional distributions. This paper characterizes all such {P α}.
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Dubins, L.E.: Which families of finite-dimensional joint distributions are associated with continuous-path, countably additive, stochastic processes? Annali de Matematica Pura ed Applicata (IV),CXIII, 237–243 (1977)
Gihman, I.I., Skorohod, A.V.: The Theory of Stochastic Processes I. Berlin-Heidelberg-New York: Springer 1974
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This research was prepared with the support of National Science Foundation Grant No. MPS75-09459
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Dubins, L.E., Hahn, M.G. A characterization of the families of finite-dimensional distributions associated with countably additive stochastic processes whose sample paths are inD . Z. Wahrscheinlichkeitstheorie verw Gebiete 43, 97–100 (1978). https://doi.org/10.1007/BF00668452
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DOI: https://doi.org/10.1007/BF00668452