A Markov process is a stochastic process which satisfies the Markov property with respect to its natural filtration.
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“The a priori method is distinguished for its comfortable conclusions. It is the nature of the process to adopt whatever belief we are inclined to, and there are certain flatteries to the vanity of man which we all believe by nature, until we are awakened from our pleasing dream by rough facts.”
—Charles Sanders Peirce (18391914)