Construction of Markov processes from hitting distributions without quasi-left-continuity (Q4027490)

[For the entire collection see Zbl 0745.00038.] Let \(K\) be a compact metric space, \(\Delta\) a fixed point in \(K\), and \({\mathcal D}\) the family of all closed sets in \(K\) containing \(\Delta\). Given a family \(\{H_ D(x,.): D\in{\mathcal D},\;x\in K\}\) of measures on \(K\). The author gives sufficient conditions without quasi-left-continuity for the existence of a right process \((X_ t;P^ x)\) with \(\Delta\) as the adjoint death point such that for all \(x\) and \(D\), the hitting distribution \(P^ x\{X(T_ D)\in.,T_ D<\infty\}\), where \(T_ D=\inf\{t\geq 0:X_ t\in D\}\), is the given \(H_ D(x,.)\). Quasi-left- continuity is replaced by a condition requiring the existence of path left limits and a weak predictability condition. At the same time, the state space must be expanded, but it is still contained in an appropriate compactification of \(K\). This paper is a continuation of the author's previous works on the same topic [Stochastic processes, Semin. Gainesville/Fla. 1983, Prog. Probab. Stat. 7, 189-255 (1984; Zbl 0557.60056)]. It is strange that the pages 217-224 are misnumbered.