1. A computer-implemented method for processing convoy scenarios in a message driven process, said method comprising: determining if a subscription is associated with a convoy set by determining if a message associated with said subscription contains a convoy set identification property that is not set to a NULL value, which indicates that the message is a member of a group of related messages; searching existing convoy set instances for a convoy instance having said convoy set identification property; if searching the existing convoy set instances results in finding a convoy set instance having said convoy set identification property, determining if a convoy set instance identifier of said convoy set instance is the same as a subscription service instance identifier of said convoy set instance; if found same, setting said subscription service instance identifier to said convoy set instance identifier in a copy of a subscription property vector associated with the message; filling said subscription, wherein if a convoy set instance is not found having said convoy set identification property: determining that said subscription is allowed to initialize a new convoy set; and implementing a write lock on a first combination of said convoy set instance identifier and at least one property value associated with said message, said write lock permitting concurrent creation of multiple new convoy set instances having combinations that are different than the first combination.