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The stopping distributions of a Markov process. (English) Zbl 0225.60025


MSC:

60G40 Stopping times; optimal stopping problems; gambling theory
60J45 Probabilistic potential theory
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References:

[1] Blumenthal, R. M., Getoor, R. K.: Markov processes and potential theory. New York-London: Academic Press 1968. · Zbl 0169.49204
[2] Chacon, R. V., Ornstein, D. S.: A general ergodic theorem. III. Journal Math.4, 153-160 (1960). · Zbl 0134.12102
[3] Meyer, P. A.: Travaux de H. Rost en théorie du potentiel. Séminaire de probabilités V. Lecture notes in mathematics, vol. 191. Berlin-Heidelberg-New York: Springer 1971.
[4] Mokobodzki, G.: Densité relative de deux potentiels comparables. Séminaire de probabilités IV. Lecture notes in mathematics. vol. 124. Berlin-Heidelberg-New York: Springer 1970.
[5] Rost, H.: Markoff-Ketten bei sich füllenden Löchern im Zustandsraum. Ann. Inst. Fourier21, 253-270 (1971). · Zbl 0197.44206
[6] ?: Die Stoppverteilungen eines Markoff-Prozesses mit lokalendlichem Potential. Manuscripta math.3, 321-330 (1970). · Zbl 0205.45101
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