STOPPING GAMES FOR SYMMETRIC MARKOV PROCESSES
Abstract: Let be a Dirichlet form corresponding to a symmetric Markov process
acting on a state space Let and , be quasi-continuous
elements of the corresponding Dirichlet space , and a quasi-continuous solution of the
variational inequality
where
and
for all
. It is shown in the
paper that if
is defined for all
and all stopping times
and
by
then
for quasi-every
we have
Moreover, for quasi-every
the pair
such that
is
the saddle point of the game
for
all stopping times
and quasi-every
.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -