ABSTRACT
If we remove the stationarity-of-increments restriction in the model discussed above, then the knowledge of 1-D distributions is no longer sufficient to determine all the finite-dimensional distributions. However, the knowledge of the 2-D distributions of the increments suffices. Indeed, with https://www.w3.org/1998/Math/MathML"> F t 1 , … , t d ( x 1 , … , x d ) = P ( X ( t i ) ≤ x i , i = 1 , 2 , … , d ) https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781003216759/e7d667ff-34e1-4696-9d72-d545d9499230/content/unequ0053-01.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/>
