Penetration times and Skorohod stopping

Patrick J. Fitzsimmons

Séminaire de probabilités de Strasbourg (1988)

  • Volume: 22, page 166-174

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Fitzsimmons, Patrick J.. "Penetration times and Skorohod stopping." Séminaire de probabilités de Strasbourg 22 (1988): 166-174. <http://eudml.org/doc/113629>.

@article{Fitzsimmons1988,
author = {Fitzsimmons, Patrick J.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {excessive measure; penetration time; Skorohod-type representation; randomized terminal time},
language = {eng},
pages = {166-174},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Penetration times and Skorohod stopping},
url = {http://eudml.org/doc/113629},
volume = {22},
year = {1988},
}

TY - JOUR
AU - Fitzsimmons, Patrick J.
TI - Penetration times and Skorohod stopping
JO - Séminaire de probabilités de Strasbourg
PY - 1988
PB - Springer - Lecture Notes in Mathematics
VL - 22
SP - 166
EP - 174
LA - eng
KW - excessive measure; penetration time; Skorohod-type representation; randomized terminal time
UR - http://eudml.org/doc/113629
ER -

References

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  2. 2. Z. Ciesielski. Semiclassical potential theory. In Markov Processes and Potential Theory (J. Chover) pp. 33-59, Wiley, New York, 1967. Zbl0178.20702MR228696
  3. 3. C. Dellacherie, P.A. Meyer. Probabilités et Potentiel, III, Chap. IX á XI, Théorie discréte du potentiel. Hermann, Paris, 1983. Zbl0526.60001MR727641
  4. 4. P.J. Fitzsimmons, B. Maisonneuve. Excessive measures and Markov processes with random birth and death. Prob. Th. Rel. Fields, 72 (1986) 319-336. Zbl0584.60085MR843498
  5. 5. P.J. Fitzsimmons. Markov processes with identical hitting probabilities. Math. Zeit.194 (1986) 547-554. Zbl0599.60071MR847003
  6. 6. P.J. Fitzsimmons. Homogeneous random measures and a weak order for the excessive measures of a Markov process. To appear in Trans. Amer. Math. Soc. Zbl0651.60077MR902778
  7. 7. R.K. Getoor, J. Glover. Constructing Markov processes with random times of birth and death. Seminar on Stochastic Process, 1986, pp. 35-69, Birkhäuser, Boston-Basel-Stuttgart, 1987. Zbl0621.60075MR902426
  8. 8. R.K. Getoor, J. Steffens. Capacity theory without dualityProb. Th. Rel. Fields73 (1986) 415-445. Zbl0586.60069MR859841
  9. 9. R.K. Getoor, J. Steffens. The energy functional, balayage, and capacity. To appear in Ann. de L'Inst. Henri Poincaré. Zbl0617.60073MR898499
  10. 10. D. Heath. Skorohod stopping via potential theory. Lecture Notes in Math.381, pp. 150-154. Springer, Berlin-Heidelberg-New York, 1974. Zbl0302.60050MR368185
  11. 11. G.A. Hunt. Markov processes and potentials, I. Ill. J. Math.1 (1957) 44-93. Zbl0100.13804
  12. 12. M. Kac. On some connections between probability theory and differential and integral equations. Proc. Second Berkeley Symp. Math. Statist. Prob. (J. Neyman) 189-215 (1951). Zbl0045.07002MR45333
  13. 13. H. Kaspi. Random time change for Markov processes with random birth and death. Preprint, 1986. 
  14. 14. S.E. Kuznetsov. Construction of Markov processes with random times of birth and death. Th. Prob. App.18 (1974) 571-574. Zbl0296.60049
  15. 15. D. Stroock. The Kac approach to potential theory, I. J. Math. Mech.16 (1967) 829-852. Zbl0148.36202MR208690
  16. 16. D. Stroock. Penetration times and passage times. In Markov Processes and Potential Theory (J. Chover) pp. 193-204, Wiley, New York, 1967. Zbl0178.20701MR229307
  17. 17. J. Walsh. Some topologies connected with Lebesgue measure. Lecture Notes in Math.191, pp. 290-310. Springer, Berlin-Heidelberg-New York, 1971. MR375445

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