Let X=(Xtā)tā„0ā,Y=(Ytā)tā„0ā be processes on (Ī©,F,P).X,Y have the same finite dimensional distribution if ā0ā¤t1ā<t2ā<āÆ<tNā,Ā ānāNā, āB1ā,B2ā,ā¦,BNāāB(R) we have that P(Xt1āāāB1ā,ā¦,XtNāāāBNā)=P(Yt1āāāB1ā,ā¦,YtNāāāBNā)