I've found this question, with a very good answer, but they don't broach my question.
In Oksendal's Stochastic Differential Equations book, it's written «the stochastic Process is a probability measure (...)» [Page 11]. What does he mean by that?
Based on what I've read on the book and wikipedia, I wonder if it's not the following:
Let $T$ be a parameter set (countable or uncountable), and we have the probability space $(\Omega,\mathcal{F},P)$ with a collection of r.v. $\{X_t:t\in T\}$, where $X_t$ are $(E,\mathcal{E})$-valued r.v..
It can be proved that $X$ can be viewed as $(E^T,\mathcal{E}^T)$-valued r.v., and in that regard we can also view $P\circ X^{-1}$ as a probability measure defined on $(E^T,\mathcal{E}^T)$.
Is this what is meant as a Stochastic Process being a probability measure?