Kolmogorov's existence theorem
GPTKB entity
Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:alsoKnownAs |
gptkb:Kolmogorov_extension_theorem
|
| gptkbp:appliesTo |
stochastic processes
|
| gptkbp:field |
gptkb:probability_theory
|
| https://www.w3.org/2000/01/rdf-schema#label |
Kolmogorov's existence theorem
|
| gptkbp:importantFor |
foundation for construction of stochastic processes
|
| gptkbp:namedAfter |
gptkb:Andrey_Kolmogorov
|
| gptkbp:publishedIn |
Grundbegriffe der Wahrscheinlichkeitsrechnung
|
| gptkbp:state |
Given a consistent family of finite-dimensional distributions, there exists a stochastic process with these distributions as marginals.
|
| gptkbp:usedIn |
construction of Brownian motion
construction of Markov processes probability measure on infinite product spaces |
| gptkbp:yearProposed |
1933
|
| gptkbp:bfsParent |
gptkb:Kolmogorov's_continuity_theorem
|
| gptkbp:bfsLayer |
6
|