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A Markov property for set-indexed processes

Raluca Balan, Gail Ivanoff

math.PRarXiv:math/0412350

Abstract

We consider a type of Markov property for set-indexed processes which is satisfied by all processes with independent increments and which allows us to introduce a transition system theory leading to the construction of the process. A set-indexed generator is defined such that it completely characterizes the distribution of the process.

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