2004/12/17 by Raluca Balan, Gail Ivanoff
Mathematics · #math.PR #msc:60G60 #msc:60J25
published as Journal of Theoretical Probability 15 (2002), 553-588 · 34 pages, 1 figure
arxiv created 2004/12/17 · arxiv updated 2009/12/01
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.