  The statistical properties of a stochastic process may be described (1)by the
expectation values of the observables, (2)by the probability distribution
functions or (3)by probability measures on path space. Here an analysis of
level (3) is carried out for market fluctuation processes. Gibbs measures and
chains with complete connections are considered. Some other topics are also
discussed, in particular the asymptotic stationarity of the processes and the
behavior of statistical indicators of level (1) and (2). We end up with some
remarks concerning the nature of the market fluctuation process.
