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3 matches found
X: 02, 19-23, LNM 511 (1976)
CHACON, Rafael V.; WALSH, John B.
One-dimensional potential imbedding (Brownian motion)
The problem is to find a Skorohod imbedding of a given measure into one-dimensional Brownian motion using non-randomized stopping times. One-dimensional potential theory is used as a tool
Comment: The construction is related to that of Dubins (see 516). In this volume 1012 also constructs non-randomized Skorohod imbeddings. A general survey on the Skorohod embedding problem is Ob\lój, Probab. Surv. 1, 2004
Keywords: Skorohod imbedding
Nature: Original
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XV: 21, 290-306, LNM 850 (1981)
CHACON, Rafael V.; LE JAN, Yves; WALSH, John B.
Spatial trajectories (Markov processes, General theory of processes)
It is well known that Markov processes with the same excessive functions are the same up to a strictly increasing continuous time-change. It is therefore natural to study spatial trajectories, i.e., trajectories up to a strictly increasing continuous time changes, and in particular to provide the space of all spatial trajectories with a reasonable $\sigma$-field so that it may carry measures. It is shown here that the space of right-continuous spatial trajectories with left-hand limits is a Blackwell space. The class of intrinsic stopping times defined on this space is also investigated
Comment: See Chacon-Jamison, Israel J. of M., 33, 1979
Keywords: Spatial trajectories
Nature: Original
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XXIII: 38, 475-489, LNM 1372 (1989)
BAXTER, John R.; CHACON, Rafael V.
Multiplicative functionals and the stable topology
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