Journal of Mathematical Sciences: Advances and ApplicationsAuthor's: TANG RONG
Pages: [17] - [38]
Received Date: September 26, 2012
Submitted by:
In this paper, we discuss two examples that Markov process does not satisfy the strong Markov property. We point out their mistake and analyze the reason of mistake. In the end, we prove the two Markov processes of the examples are both strong Markov processes.
Markov property, the strong Markov property, stopping time, homogeneity, Brownian motion.
