Created by Knut M. Synstadfrom the Noun Project

Same Finite-Dimensional Distribution

Proposition (Same Finite-Dimensional Distribution)

Let X=(Xt)t0,Y=(Yt)t0X=(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 0t1<t2<<tN, nN\forall 0\le t_{1}<t_{2}<\dots<t_{N}, \ \forall n\in\mathbb{N}^{*}, B1,B2,,BNB(R)\forall B_{1},B_{2},\dots,B_{N}\in\mathcal{B}(\mathbb{R}) we have that P(Xt1B1,,XtNBN)=P(Yt1B1,,YtNBN)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})