VI: 12, 130-150, LNM 258 (1972)
MEYER, Paul-André
Le schéma de remplissage en temps continu, d'après H. Rost (
Ergodic theory,
Potential theory)
The work of H. Rost on the so-called discrete filling scheme was presented to the Seminar as
523. Here following Rost himself (
Invent. Math., 14, 1971) the construction is extended to continuous time Markov processes. In the transient case, the results are translated in potential-theoretic language, and proved using techniques due to Mokobodzki. Then the general case follows from this result applied to a space-time extension of the semi-group
Comment: A general survey on the Skorohod embedding problem is Ob\lój,
Probab. Surv. 1, 2004
Keywords: Filling scheme,
Balayage of measures,
Skorohod imbeddingNature: Exposition,
Original additions
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