Let $(\Omega,\mathcal{F},\mathbb{P})$ be a probability space, let $n \in \mathbb{N}$, and let $A_1,\dots,A_n \in \mathcal{F}$. For each $1 \le k \le n$, define the event
\begin{align*}
B_k := \bigcap_{j=1}^{k} A_j.
\end{align*}
Assume that $\mathbb{P}(B_k) > 0$ for every $1 \le k \le n-1$. Then
\begin{align*}
\mathbb{P}(B_n)
=
\mathbb{P}(A_1)\prod_{k=2}^{n} \mathbb{P}(A_k \mid B_{k-1}).
\end{align*}
Equivalently,
\begin{align*}
\mathbb P(A_1 \cap \cdots \cap A_n)
&= \mathbb P(A_1)\mathbb P(A_2 \mid A_1)\mathbb P(A_3 \mid A_1 \cap A_2) \cdots \\
&\quad \cdot \mathbb P(A_n \mid A_1 \cap \cdots \cap A_{n-1}).
\end{align*}
For $n=1$, the product over $2 \le k \le n$ is interpreted as the empty product, equal to $1$.