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Annotations of two examples about Markov process
journal contribution
posted on 2023-06-07, 14:38 authored by Rong TangIn this paper, we discuss an incorrect example that a Markov process does not satisfy strong Markov property, and analyzes the reason of mistake. In the end, we point out it is not reasonable to define strong Markov property by using transition probability functions since transition probability functions might not be one and only.
History
Publication status
- Published
Journal
Journal of Mathematical Sciences: Advances and ApplicationsISSN
0974-5750Publisher
Scientific Advances PublishersPublisher URL
Issue
1Volume
21Page range
17-38Department affiliated with
- SPRU - Science Policy Research Unit Publications
Full text available
- No
Peer reviewed?
- Yes