Strong Markov properties for Markov random fields

DOI10.1023/A:1007822209798MaRDI QIDQ5937290zbMATH OpenOpenAlexFDO

Authors Kimberly K. J. Kinateder

Publication date 28 October 2001

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

Full work available at URL https://doi.org/10.1023/a:1007822209798

zbMATH Keywords

Markov random fieldpoint processesstopping timestrong Markov property

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Markov processes (60J99)

Review text

Markov properties for random fields are established. The author presents a multidimensional extension of stopping times by introducing random membranes. A special case of the random membrane is considered to obtain strong Markov property for a point process under Evstigneev's nonanticipating sufficient conditions. Markov properties for independent increment jump processes are studied.

Cited in

(7)

• scientific article; zbMATH DE number 4147219 (Why is no real title available?)
• scientific article; zbMATH DE number 4086669 (Why is no real title available?)
• scientific article; zbMATH DE number 1337353 (Why is no real title available?)
• scientific article; zbMATH DE number 4119322 (Why is no real title available?)
• Consistency of Feature Markov Processes
• Markov properties for Gaussian fields associated with Dirichlet forms
• An increment-type set-indexed Markov property

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