两参数随机过程的强马尔科夫性

Strong Markov Properties for Two-Parameter Stochastic Process

定义了几种两参数随机过程的参数变化为随机的宽过去强马尔科夫性,给出了一类随机过程满足强右选马氏性的充分条件,讨论了几种强马氏性之间的关系,推广了参数变化为非随机的相应结果.

This paper proposes the general definitions of the wide-past strong Markov properties for two-parameter stochastic process, these stochastic process parameters change is random. These results are extensions of the corresponding those in parameters change is nonrandom. We obtain a sufficient condition which satisfies this definition and discuss the relations between various strong Markov properties.