Reflection principle and strong Markov property for multiparameter group-valued additive processes

August Michal Zapala

Stochastic Processes and their Applications, 1990, vol. 36, issue 1, 15-32

Abstract: We consider various classes of multidimensional stopping times and characterize their basic properties. Next we describe a method for identifying probability measures defined on products of Baire [sigma]-fields in topological spaces. These two areas of investigation constitute the background for the study of group-valued additive processes with randomly changing multidimensional time parameters. Using established techniques we prove a general reflection principle and strong Markov property for multiparameter additive processes taking values in a T0 topological Abelian group. We discuss also the case of a noncommutative group.

Keywords: topological; group; additive; process; reflection; principle; strong; Markov; property (search for similar items in EconPapers)
Date: 1990
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