: 31, 515-517, LNM 465 (1975)HEATH, David C.
Skorohod stopping in discrete time
, Potential theory
Using ideas of Mokobodzki, it is shown how the imbedding of a measure $\mu_1$ in the discrete Markov process with initial measure $\mu_0$ can be achieved by a random mixture of hitting timesComment:
This is a potential theoretic version of the original construction of Skorohod. This paper is better read in conjunction with Heath 811
. A general survey on the Skorohod embedding problem is Ob\lój, Probab. Surv. 1
, 2004Keywords: Skorohod imbeddingNature: Original Retrieve article from Numdam