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A strong Markov property for set-indexed processes

Author

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  • Balan, R. M.

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).

Suggested Citation

  • Balan, R. M., 2001. "A strong Markov property for set-indexed processes," Statistics & Probability Letters, Elsevier, vol. 53(2), pages 219-226, June.
    • Handle: RePEc:eee:stapro:v:53:y:2001:i:2:p:219-226
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    References listed on IDEAS

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    1. Ivanoff, B. Gail & Merzbach, Ely, 1995. "Stopping and set-indexed local martingales," Stochastic Processes and their Applications, Elsevier, vol. 57(1), pages 83-98, May.
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    Cited by:

    1. R. M. Balan & B. G. Ivanoff, 2002. "A Markov Property for Set-Indexed Processes," Journal of Theoretical Probability, Springer, vol. 15(3), pages 553-588, July.

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