Notes on the projective limit theorem of Kolmogorov

DOI10.1007/S11117-010-0053-0zbMath1204.28005OpenAlexW2000239194MaRDI QIDQ618811

Heinz Koenig

Publication date: 17 January 2011

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-010-0053-0

zbMATH Keywords

projective limitsconsistent familiesinner premeasuresSequential and nonsequential ones

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integrals in product spaces (28A35) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15)

Cites Work

• Measure and integration: The basic extension theorems
• The new maximal measures for stochastic processes
• Projective limits via inner premeasures and the true Wiener measure
• Measure and Integration
• On compact measures
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