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In [[mathematics]], the '''Kolmogorov extension theorem''' (also known as '''Kolmogorov existence theorem''' or '''Kolmogorov consistency theorem''') is a [[theorem]] that guarantees that a suitably "consistent" collection of [[finite-dimensional distribution]]s will define a [[stochastic process]]. It is credited to the [[Soviet Union|Soviet]] [[mathematician]] [[Andrey Kolmogorov|Andrey Nikolaevich Kolmogorov]].<ref>{{cite book | author=Øksendal, Bernt | title=Stochastic Differential Equations: An Introduction with Applications | publisher=Springer, Berlin | year=2003 | isbn=3-540-04758-1}}</ref>
==Statement of the theorem==
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