A Appendix
A.1 Kolmogorov’s existence theorem
In this appendix we give a proof of Kolmogorov’s theorem, Theorem 4.8, on the existence of stochastic processes with prescribed finite dimensional distributions. In addition to the notation introduced in Chapter 4, we use for the projection onto the coordinates from J ⊂ L ⊂ I. Moreover, and we write ℌ for the family of all finite subsets of I. Finally
denotes the family of cylinder sets and we call ...
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