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2 matches found
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
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