Sample function properties of two-parameter Markov processes

DOI10.1016/0304-4149(93)90093-JMaRDI QIDQ689163zbMATH OpenFDO

Authors Xiaowen Zhou, Jianwei Zhou

Publication date 24 May 1994

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(93)90093-J

zbMATH Keywords

Markov fieldsMarkov property for two- parameter processesprocesses with independent incrementssample function properties

Mathematics Subject Classification ID

Sample path properties (60G17) Random fields (60G60) Continuous-time Markov processes on general state spaces (60J25)

Review text

There are various definitions of the Markov property for two-parameter processes; in this paper the authors deal with \(*\)-Markov processes, which were defined by \textit{H. Korezlioglu, P. Lefort} and \textit{G. Mazziotto} [Processus aléatoires à deux indices, Colloq. E.N.S.T.- C.N.E.T., Paris 1980, Lect. Notes Math. 863, 245-274 (1981; Zbl 0456.60073)]. Some sufficient conditions are given in terms of transition functions for the sample functions to be locally bounded, to be continuous, or to possess open quadrantal limits. As an application the case of processes with independent increments is studied.

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Cited in

(8)

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• When will the sample paths be step functions for two-parameter stochastic processes
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