New answers tagged markov-process
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How to understand the definition of Markov Chain $P(X_{n+1}\in B\mid \mathcal{F}_n)=p(X_n,B)$?
IMO, Durrett could have provided a better mechanism for the generalization, albeit being correct.
$\rm [I]$ does provide a more extensive treatment:
Let $(\Omega, \boldsymbol{\mathfrak A}, \Pr) $ be a ...
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2
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How to understand the definition of Markov Chain $P(X_{n+1}\in B\mid \mathcal{F}_n)=p(X_n,B)$?
As pointed out in the comments, Durrett's definition is a general definition of the Markov property in an underlying discrete-time stochastic process, whereas the definition you have given is a type ...
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