I've had these stains myself since we use a dry erase board and markers at work. If you have tried regular soap and water already, I would now try taking a cotton ball dipped in baby oil to rub out the stain (don't dab the stain--actually rub the stain with the cotton ball). Then with some soap and water, mix some table salt to give the mixture a coarse texture and wash that area of the skin to remove any remaining pigment of the stain/mark. If this doesn't work, I would then try (don't laugh) hair spray or rubbing alcohol or hand sanitizer if you don't have hairspray handy.
You should now be stain free.