Let HI (resp., HZ) be a real and separable Hilbert space with Borel a-field f 1 (resp., f 2), and let (HIXH Z ' f 1 x f 2) be the product measurable space generated by the measurable rectangles. This paper develops relations between probability measures on (HIXH Z ' f 1 x f 2), i.e., joint measures, and the projections of such measures on (HI' f 1) and (HZ' f 2). In particular, the class of all...