Let $X$ be a strong Markov process with potential kernel $U$. We show that if $(\nu_n)$ and $\mu$ are measures on the state space of $X$ such that $\nu_1 U \leq \nu_2 U \leq \cdots \leq \mu U$, then there is a decreasing sequence $(T_n)$ of randomized stopping times such that $\nu_n$ is the law of $X_{T_n}$ when the initial distribution of $X$ is $\mu$.
Publié le : 1990-10-14
Classification:
Skorokhod stopping,
balayage order,
right process,
randomized stopping time,
60J25,
60J45,
60G40
@article{1176990636,
author = {Fitzsimmons, P. J.},
title = {On Ordered Stopping Times of a Markov Process},
journal = {Ann. Probab.},
volume = {18},
number = {4},
year = {1990},
pages = { 1619-1622},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990636}
}
Fitzsimmons, P. J. On Ordered Stopping Times of a Markov Process. Ann. Probab., Tome 18 (1990) no. 4, pp. 1619-1622. http://gdmltest.u-ga.fr/item/1176990636/