Definition of stochastic process. Cylinder σ-algebra, finite-dimensional distributions, the Kolmogorov theorem
Part of the Problem Books in Mathematics book series (PBM)
Hereinafter the mapping X(t, ) is denoted as X(t). According to commonly accepted terminology it is a random element taking values in X. The definition introduced above is obviously equivalent to the following one.
KeywordsProbability Space Joint Distribution Random Function Random Element Previous Problem
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