A strong Markov property for set-indexed processes

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).

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Year of publication:	2001
Authors:	Balan, R. M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 53.2001, 2, p. 219-226
Publisher:	Elsevier
Keywords:	Set-indexed processes Strong Markov property Sharp Markov property Adapted set Optional set

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254659