An increment-type set-indexed Markov property

DOI10.1007/S10959-014-0555-YMaRDI QIDQ904698zbMATH OpenOpenAlexFDO

Authors Paul Balança

Publication date 13 January 2016

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

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

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)

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.

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