VII: 17, 172-179, LNM 321 (1973)
MEYER, Paul-André
Application de l'exposé précédent aux processus de Markov (
Markov processes)
This paper is devoted to results of J.F. Mertens on optimal stopping and strongly supermedian functions for a right Markov process (
Zeit. für W-theorie, 26, 1973), which are shown to be closely related to those of the preceding paper
716 on general gambling houses. An interesting result of Mokobodzki is included, showing that the extreme points of the convex set of all balayées of a given measure $\lambda$ are the balayées of $\lambda$ on sets
Comment: See related papers by Mertens in
Zeit. für W-theorie, 22, 1972 and
Invent. Math.,
23, 1974. The original result of Mokobodzki appeared in the
Sémin. Théorie du Potentiel, 1969-70
Keywords: Excessive functions,
Supermedian functions,
RéduiteNature: Exposition,
Original proofs
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