Abstract
After introducing some terminology, and motivational remarks for the study of stochastic processes, this chapter is devoted to the basic Kolmogorov existence theorem, some of its extensions as projective limits, and a few applications. These results will form a foundation for the rest of the work in this book.
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© 1995 Springer Science+Business Media Dordrecht
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Rao, M.M. (1995). Introduction and foundations. In: Stochastic Processes: General Theory. Mathematics and Its Applications, vol 342. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-6598-4_1
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DOI: https://doi.org/10.1007/978-1-4757-6598-4_1
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