The research on the strong Markov property
Let $X(t, omega) = {x_t(omega): t geq 0} be a Markov process defined on a probability space $(Omega,mathcal{F}, P)$ and valued in a measurable space (E; mathcal{E} ). In this paper, we give the definitions of $sigms$-algebras prior to $alpha$ and post-$alpha$ and discuss their properties. At the sam...
| Main Authors: | , |
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| Format: | Article |
| Language: | deu |
| Published: |
Sciendo
2011-03-01
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| Series: | Annales Universitatis Paedagogicae Cracoviensis: Studia Mathematica |
| Online Access: | http://studmath.up.krakow.pl/index.php/studmath/article/view/102 |