两指标强马尔可夫过程

Two-Parameter Strong Markov Processes

本文对两指标(不必齐次的)马氏过程提出了强马氏性的一般定义,讨论了各种强马氏性之间的关系。证明了轨道右连续的两指标 Fellor 过程是强右选马氏过程,这些结果是[1]中对两指标齐次马氏过程的相应结果的推广。

In this paper the general definitions of the strong Markov property for two- parameter (not necessarily homogeneous) Markov processes are proposed and the relations between various strong Markov properties are discussed.Two-parameter Feller procetses with right continuous sample functions are shown to be the strong right optional Markov processes.These results are extensions of the corresponding those for two-parameter homogeneous Markov processes in [1].