Processus de Ray et théorie du balayage

DOI10.1007/BF01405165zbMath0299.60059OpenAlexW2089288874MaRDI QIDQ1215226

Jean-Francois Mertens

Publication date: 1974

Published in: Inventiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/142256

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

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Compactification de Martin d'un processus droit, Excessive Measures and the Existence of Right Semigroups and Processes

Cites Work

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• On extending potential theory to all strong Markov processes
• Quelques applications des résolvantes de Ray. (Some applications of Ray resolvents)
• Strongly supermedian functions and optimal stopping