Incompatible stochastic processes and complex probabilities

Abstract The definition of conditional probabilities is based upon the existence of a joint probability. However, a reconstruction of the joint probability from given conditional probabilities imposes certain constraints upon the latter, so that if several conditional probabilities are chosen arbitrarily, the corresponding joint probability may not exist. Such an incompleteness in conditional probabilities can be eliminated by introducing complex probabilities. The physical meaning of the new mathematical formalism, as well as its relation to quantum probabilities, is discussed.