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Stopping Times and the Strong Markov Property

  • Sorbonne Université
  • Université Paris-Nanterre

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

In this chapter, we will introduce what is arguably the single most important result of Markov chain theory, namely the strong Markov property.

Original languageEnglish
Title of host publicationSpringer Series in Operations Research and Financial Engineering
PublisherSpringer Nature
Pages53-74
Number of pages22
DOIs
Publication statusPublished - 1 Jan 2018

Publication series

NameSpringer Series in Operations Research and Financial Engineering
ISSN (Print)1431-8598
ISSN (Electronic)2197-1773

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