A strong Markov property for set-indexed processes

R. M. Balan

Statistics & Probability Letters, 2001, vol. 53, issue 2, 219-226

Abstract: We introduce adapted sets and optional sets and we study a type of strong Markov property for set-indexed processes that can be associated with the sharp Markov property defined by Ivanoff and Merzbach (Proceedings of the International Conference on Stochastic Models, June 1998, Carleton University, Can. Math. Soc. Conf. Proc. 26 (2000) 217).

Keywords: Set-indexed; processes; Strong; Markov; property; Sharp; Markov; property; Adapted; set; Optional; set (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (1)

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