Representation of measures by balayage from a regular recurrent point

DOI10.1214/aop/1176989940zbMath0749.60038OpenAlexW2086898514MaRDI QIDQ1184103

Yves Le Jan, Jean Bertoin

Publication date: 28 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989940

zbMATH Keywords

Skorokhod problemlocal timeadditive functionalRevuz measure

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

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