Kolmogorov's extension theorem is generalized so that the time domain is a random set. This is applied to the construction of stochastic processes with random time domains, generalizing certain results of Dynkin and Kuznetsov.
Publié le : 1988-01-14
Classification:
Kolmogorov's extension theorem,
regular conditional probability distribution,
bimeasure,
60G05,
28C20
@article{1176991896,
author = {Hu, K. Y.},
title = {A Generalization of Kolmogorov's Extension Theorem and an Application to the Construction of Stochastic Processes with Random Time Domains},
journal = {Ann. Probab.},
volume = {16},
number = {4},
year = {1988},
pages = { 222-230},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991896}
}
Hu, K. Y. A Generalization of Kolmogorov's Extension Theorem and an Application to the Construction of Stochastic Processes with Random Time Domains. Ann. Probab., Tome 16 (1988) no. 4, pp. 222-230. http://gdmltest.u-ga.fr/item/1176991896/