Components of the Strong Markov Property

  • Olav Kallenberg
Part of the Trends in Mathematics book series (TM)


The strong Markov property of a process X at an optional time π < ∞ may be thought of as a combination of the conditional independence XT+hM-xrFT with the homogeneity for a suitable set of probability kernels. In an earlier paper, a stronger version of the latter condition was shown to imply the former property. Our present aim is to examine to what extent the two properties are in fact equivalent


Homogeneity Condition Conditional Independence Markov Property Optional Time Conditional Inde 
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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • Olav Kallenberg
    • 1
  1. 1.Department of MathematicsAuburn UniversityAuburnUSA

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