page 19 of http://www.math.tifr.res.in/~publ/ln/tifr64.pdf gives a defintion of Wiener measure Ft1,t2,..,tk. But how can we show it is a probability measure and it satisfies the consistency condition given in Kolmogrov extension theorem ? Also , how to show the independence and normal distribution part? These are Excercise 1 a,b,c following the difinition. Could anyone show me how to do it ? Thanks in advance
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