Proposition (Same Finite-Dimensional Distribution)
Let X=(Xt)t≥0,Y=(Yt)t≥0 be processes on (Ω,F,P).X,Y have the same finite dimensional distribution if ∀0≤t1<t2<⋯<tN, ∀n∈N∗, ∀B1,B2,…,BN∈B(R) we have that P(Xt1∈B1,…,XtN∈BN)=P(Yt1∈B1,…,YtN∈BN)