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Penetration times and Skorohod stopping. (English) Zbl 0644.60076
Séminaire de probabilités XXII, Strasbourg/France, Lect. Notes Math. 1321, 166-174 (1988).
[For the entire collection see Zbl 0635.00013.]
Let X be a Borel right Markov process and let A be a subset of its state space. We identify the reduite of an excessive measure \(\xi\) on A with the balayage of \(\xi\) associated with the Lebesgue penetration time of A (as opposed to the hitting time of A). This generalizes work of Kac, Ciesielski, and Stroock. As an application we adapt a device of Mokobodzki to provide a Skorohod-type representation of one excessive measure in terms of another by means of a randomized terminal time.
Reviewer: P.J.Fitzsimmons

MSC:
60J45 Probabilistic potential theory