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VIII: 11, 150-154, LNM 381 (1974)

**HEATH, David C.**

Skorohod stopping via Potential Theory (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 tool

Comment: This paper is best read in connection with 931. A general survey on the Skorohod embedding problem is Ob\lój,*Probab. Surv.* **1**, 2004

Keywords: Skorohod imbedding

Nature: Original

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IX: 31, 515-517, LNM 465 (1975)

**HEATH, David C.**

Skorohod stopping in discrete time (Markov processes, 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 times

Comment: 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**, 2004

Keywords: Skorohod imbedding

Nature: Original

Retrieve article from Numdam

Skorohod stopping via Potential Theory (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 $

Comment: This paper is best read in connection with 931. A general survey on the Skorohod embedding problem is Ob\lój,

Keywords: Skorohod imbedding

Nature: Original

Retrieve article from Numdam

IX: 31, 515-517, LNM 465 (1975)

Skorohod stopping in discrete time (Markov processes, 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 times

Comment: 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,

Keywords: Skorohod imbedding

Nature: Original

Retrieve article from Numdam