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Reflection principle and strong Markov property for multiparameter group- valued additive processes. (English) Zbl 0705.60062

The author considers group-valued additive processes with randomly changing multidimensional time parameters. He proves a general reflection principle and the strong Markov property for multiparameter additive processes taking values in a \(T_ 0\) topological Abelian group. The case of noncommutative groups is also discussed.
Reviewer: Z.Rychlik

MSC:

60J99 Markov processes
60G60 Random fields
60B15 Probability measures on groups or semigroups, Fourier transforms, factorization
60G40 Stopping times; optimal stopping problems; gambling theory
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