Kolmogorov Extension Theorem



Link to Dbpedia

What is Kolmogorov extension theorem?

In mathematics, the Kolmogorov extension theorem (also known as Kolmogorov existence theorem, the Kolmogorov consistency theorem or the Daniell-Kolmogorov theorem) is a theorem that guarantees that a suitably "consistent" collection of finite-dimensional distributions will define a stochastic process. It is credited to the English mathematician Percy John Daniell and the Russian mathematician Andrey Nikolaevich Kolmogorov..

Technology Types

hypothesismathematical theoremprobability theorempropositionstatementstochastic processstochastic processetheoremtheorems regarding stochastic processetheory


Kolmogorov consistency principleKolmogorov consistency theoremKolmogorov existence theoremKolmogorov's existence theoremKolmogorov's extension theorem


Erweiterungssatz von Kolmogorov (de)Teorema da extensão de Kolmogorov (pt)Théorème d'extension de Kolmogorov (fr)

Tech Info

Source: [object Object]
 — Date merged: 11/6/2021, 1:32:54 PM
 — Date scraped: 5/20/2021, 6:03:14 PM