A Markov property for set-indexed processes
Probability
2007-05-23 v1
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
Cite
@article{arxiv.math/0412350,
title = {A Markov property for set-indexed processes},
author = {Raluca Balan and Gail Ivanoff},
journal= {arXiv preprint arXiv:math/0412350},
year = {2007}
}
Comments
34 pages, 1 figure