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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, Réduite
Nature: Exposition, Original proofs
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