Created by Knut M. Synstadfrom the Noun Project

Same Finite-Dimensional Distribution

Proposition (Same Finite-Dimensional Distribution)

Let X=(Xt)t≥0,Y=(Yt)t≥0X=(X_{t})_{t\ge 0},Y=(Y_{t})_{t\ge 0} be processes on (Ω,F,P)(\Omega,\mathcal{F},P).X,YX,Y have the same finite dimensional distribution if ∀0≤t1<t2<⋯<tN, ∀n∈N∗\forall 0\le t_{1}<t_{2}<\dots<t_{N}, \ \forall n\in\mathbb{N}^{*}, ∀B1,B2,…,BN∈B(R)\forall B_{1},B_{2},\dots,B_{N}\in\mathcal{B}(\mathbb{R}) we have that P(Xt1∈B1,…,XtN∈BN)=P(Yt1∈B1,…,YtN∈BN)P(X_{t_{1}}\in B_{1},\dots,X_{t_{N}}\in B_{N})=P(Y_{t_{1}}\in B_{1},\dots,Y_{t_{N}}\in B_{N})