X: 02, 19-23, LNM 511 (1976)
CHACON, Rafael V.;
WALSH, John B.
One-dimensional potential imbedding (
Brownian motion)
The problem is to find a Skorohod imbedding of a given measure into one-dimensional Brownian motion using non-randomized stopping times. One-dimensional potential theory is used as a tool
Comment: The construction is related to that of Dubins (see
516). In this volume
1012 also constructs non-randomized Skorohod imbeddings. A general survey on the Skorohod embedding problem is Ob\lój,
Probab. Surv. 1, 2004
Keywords: Skorohod imbeddingNature: Original
Retrieve article from Numdam
XV: 21, 290-306, LNM 850 (1981)
CHACON, Rafael V.;
LE JAN, Yves;
WALSH, John B.
Spatial trajectories (
Markov processes,
General theory of processes)
It is well known that Markov processes with the same excessive functions are the same up to a strictly increasing continuous time-change. It is therefore natural to study spatial trajectories, i.e., trajectories up to a strictly increasing continuous time changes, and in particular to provide the space of all spatial trajectories with a reasonable $\sigma$-field so that it may carry measures. It is shown here that the space of right-continuous spatial trajectories with left-hand limits is a Blackwell space. The class of intrinsic stopping times defined on this space is also investigated
Comment: See Chacon-Jamison,
Israel J. of M.,
33, 1979
Keywords: Spatial trajectoriesNature: Original Retrieve article from Numdam
XXIII: 38, 475-489, LNM 1372 (1989)
BAXTER, John R.;
CHACON, Rafael V.
Multiplicative functionals and the stable topology Retrieve article from Numdam
