the strong markov property 强马尔可夫性
The conditions are given which the processes obtained from stopping points transformation remain the Markov property which are defined in this paper.
讨论了在这种定义下的两类马氏过程经停点变换后保持马氏性及强马氏性的条件。
In this paper, we deduced the explicit expression of the absolute ruin probability for classical risk model by using of the Markov property and strong Markov property of PDMP.
根据逐段决定马尔可夫过程具有马氏性和强马氏性，本文推导出了在古典风险模型下绝对破产概率的一个明确表达式。
The method bases on the stochastic representations of the solutions, the distributions of the time and place of hitting spheres and the strong Markov property for Brownian family with drift.
这种方法运用了解的随机表达式、球面击中时和位置的分布以及漂移布朗族的强马氏性。
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