CONSTRUCTIVE METHODS OF SPECIFYING STOCHASTIC PROCESSES
Anatoli Vladimirovich Skorokhod · Russian Mathematical Surveys · 1965
CONTENTS § 1. Introduction § 2. The specification of processes through finite-dimensional distributions § 3. Characteristic functionals § 4. Transformations of stochastic processes § 5. Densities of measures in function spaces § 6. Concluding remarksReferences