Browse by: Author name - Classification - Keywords - Nature

VI: 12, 130-150, LNM 258 (1972)
MEYER, Paul-André
Le schéma de remplissage en temps continu, d'après H. Rost (Ergodic theory, Potential theory)
The work of H. Rost on the so-called discrete filling scheme was presented to the Seminar as 523. Here following Rost himself (Invent. Math., 14, 1971) the construction is extended to continuous time Markov processes. In the transient case, the results are translated in potential-theoretic language, and proved using techniques due to Mokobodzki. Then the general case follows from this result applied to a space-time extension of the semi-group
Comment: A general survey on the Skorohod embedding problem is Ob\lój, Probab. Surv. 1, 2004
Keywords: Filling scheme, Balayage of measures, Skorohod imbedding
Nature: Exposition, Original additions
Retrieve article from Numdam