An Increment-Type Set-Indexed Markov Property
Author
Abstract
Suggested Citation
DOI: 10.1007/s10959-014-0555-y
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Erick Herbin & Ely Merzbach, 2009. "Stationarity and Self-Similarity Characterization of the Set-Indexed Fractional Brownian Motion," Journal of Theoretical Probability, Springer, vol. 22(4), pages 1010-1029, December.
- 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.
- Zhou, Xiao-Wen & Zhou, Jian-Wei, 1993. "Simple function properties of two-parameter Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 47(1), pages 37-51, August.
- Herbin, Erick & Merzbach, Ely, 2013. "The set-indexed Lévy process: Stationarity, Markov and sample paths properties," Stochastic Processes and their Applications, Elsevier, vol. 123(5), pages 1638-1670.
- Nualart, D., 1983. "Two-parameter diffusion processes and martingales," Stochastic Processes and their Applications, Elsevier, vol. 15(1), pages 31-57, June.
- Balan, R. M., 2004. "Q-Markov random probability measures and their posterior distributions," Stochastic Processes and their Applications, Elsevier, vol. 109(2), pages 295-316, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hannebicque, Brice & Herbin, Érick, 2022. "Regularity of an abstract Wiener integral," Stochastic Processes and their Applications, Elsevier, vol. 154(C), pages 154-196.
- Balan, R.M., 2007. "Markov jump random c.d.f.'s and their posterior distributions," Stochastic Processes and their Applications, Elsevier, vol. 117(3), pages 359-374, March.
- R. Gutiérrez & C. Roldán & R. Gutiérrez-Sánchez & J. M. Angulo, 2007. "Prediction and Conditional Simulation of a 2D Lognormal Diffusion Random Field," Methodology and Computing in Applied Probability, Springer, vol. 9(3), pages 413-423, September.
More about this item
Keywords
Markov property; Multiparameter processes; Transition system; Set-indexed processes;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:28:y:2015:i:4:d:10.1007_s10959-014-0555-y. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.