A Markov Property for Set-Indexed Processes
R. M. Balan () and
B. G. Ivanoff ()
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R. M. Balan: University of Ottawa
B. G. Ivanoff: University of Ottawa
Journal of Theoretical Probability, 2002, vol. 15, issue 3, 553-588
Abstract:
Abstract We consider a type of Markov property for set-indexed processes which is satisfied by all processes with independent increments and which allows us to introduce a transition system theory leading to the construction of the process. A set-indexed generator is defined such that it completely characterizes the distribution of the process.
Keywords: set-indexed process; Markov property; transition system; generator (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1016296330187
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