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 imbeddingNature: Original
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