An increment-type set-indexed Markov property

DOI10.1007/S10959-014-0555-YzbMATH Open1337.60220arXiv1207.6568OpenAlexW2007113465MaRDI QIDQ904698FDOQ904698

Paul Balança

Publication date: 13 January 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: In this article is introduced and studied a set-indexed Markov property named C-Markov. This new definition fulfils one important expectation for a Markov property: there exists a natural set-indexed generalization of the concept of transition operator which leads to characterization and construction theorems for C-Markov processes. Several other usual Markovian notions, including Feller and strong Markov properties, can also be developed in this framework. Actually, the C-Markov property turns out to be a natural extension of the two-parameter ast-Markov property to the multiparameter and as well the set-indexed settings. Moreover, generalizing a classic result of the real-parameter Markov theory, sample paths of multiparameter C-Feller processes are proved to be almost surely right-continuous. Concepts and results introduced in this study are illustrated with various examples.

Full work available at URL: https://arxiv.org/abs/1207.6568

Recommendations

• Publication:4955453
• A Markov property for set-indexed processes
• Some properties in set-indexed multivalued stochastic processes
• A strong Markov property for set-indexed processes
• scientific article

zbMATH Keywords

Markov propertymultiparameter processestransition systemset-indexed processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Markov processes (60J99) Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Multiparameter Processes
• Random fractals and tree-indexed Markov chains
• Stochastic integrals in the plane
• Title not available (Why is that?)
• The sharp Markov property of Lévy sheets
• Markov chains indexed by trees
• A Markov property for Gaussian processes with a multidimensional parameter
• A set-indexed Ornstein-Uhlenbeck process
• Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion
• A Markov property for set-indexed processes
• The set-indexed Lévy process: stationarity, Markov and sample paths properties
• Title not available (Why is that?)
• Title not available (Why is that?)
• Local Hölder regularity for set-indexed processes
• A set-indexed fractional Brownian motion
• Sur la r�gularit� des trajectoires des Martingales � deux indices
• Title not available (Why is that?)
• Title not available (Why is that?)
• Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes
• Two-parameter diffusion processes and martingales
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sample function properties of two-parameter Markov processes
• Brownian Motion with a Several-Dimensional Time
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the cadlaguity of random measures
• Markov properties of multiparameter processes and capacities
• Q-Markov random probability measures and their posterior distributions.
• The sharp Markov property of the Brownian sheet and related processes
• Two-parameter martingales and their quadratic variation
• Two-parameter Hunt processes and potential theory
• The existence of set-indexed L�vy processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Extremal problems and the strict Markov property of stochastic fields
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong Markov properties for Markov random fields
• Markov properties for point processes on the plane

Cited In (3)

• A Markov property for set-indexed processes
• A strong Markov property for set-indexed processes
• Title not available (Why is that?)

This page was built for publication: An increment-type set-indexed Markov property

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q904698)