The sharp Markov property of the Brownian sheet and related processes (Q1200350): Difference between revisions

Consider the Brownian sheet \(\{W_ t,t\in R^ 2_ +\}\). Let \(H(F)\) denote the \(\sigma\)-algebra generated by \(W_ t\), \(t\in F\), where \(F\) is a subset of \(R^ 2_ +\). It is known that \(H(F)\) and \(H(\overline F^ c)\) are conditionally independent given \(H(\partial F)\) whenever \(F\) is a finite union of rectangles. It is also known that this property does not hold if \(F\) is a triangle. This property is called sharp Markov property. Here the authors' objective is to determine the sets \(F\) which have the sharp Markov property for the wider class of processes with independent planar increments which include the Brownian sheet.