Summary
Let X and \(\hat X\) be standard Markov processes in duality on a state space E and assume that semipolar sets are polar. Let μ be a measure on E whose X measure-potential μ U is σ-finite. We characterize the measures v on E which arise as the P μ-distribution of X T for some non-randomized stopping time T. We then apply this result to characterize the measures v on E which satisfy v U ≦ μ U.
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Research supported in part by NSF Grant MCS-8103473
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Falkner, N. Stopped distributions for Markov processes in duality. Z. Wahrscheinlichkeitstheorie verw Gebiete 62, 43–51 (1983). https://doi.org/10.1007/BF00532162
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DOI: https://doi.org/10.1007/BF00532162