For each time point \\(t\\), we have three random variables \\(S(t)\\), \\(I(t)\\) and \\(R(t)\\).
Together, they constitute a vector-valued stochastic process, over the continuous time parameter \\(t\\). Here, \\(V(t) = (S(t), I(t), R(t))\\).
It is a Markov process.
This statements are true for all stochastic Petri nets.