: 11, 150-154, LNM 381 (1974)HEATH, David C.
Skorohod stopping via Potential Theory
, Markov processes
The original construction of the Skorohod imbedding of a measure into Brownian motion is translated into a language meaningful for general Markov processes, and the extension to Brownian motion in $R
^n$ is given. A theorem of Mokobodzki on réduites is used as an important technical toolComment:
This paper is best read in connection with 931
. A general survey on the Skorohod embedding problem is Ob\lój, Probab. Surv. 1
, 2004Keywords: Skorohod imbeddingNature: Original Retrieve article from Numdam