REPRESENTATION OF MEASURES BY BALAYAGE FROM A REGULAR RECURRENT POINT

• 成果类型: Article
• 署名作者: BERTOIN, J; LEJAN, Y
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176989940
• 发表日期: 1992
• 页码: 538-548
• 关键词: markov

摘要

Let X be a Hunt process starting from a regular recurrent point 0 and nu a smooth probability measure on the state space. We show that T = inf{s: A(s) > L(s)}, where A is the continuous additive functional associated to nu and L the local time at 0, solves the Skorokhod problem for nu, that is, X(T) has law-nu. We construct another solution which minimizes E0(B(S)) among all the solutions S of the Skorokhod problem, where B is any positive continuous additive functional. The special case where X is a symmetric Levy process is discussed.