Convergence of values in optimal stopping

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dc.creatorToldo, Sandrine
dc.date2004-05-26
dc.date.accessioned2026-07-07T05:08:36Z
dc.date.available2026-07-07T05:08:36Z
dc.descriptionUnder the hypothesis of convergence in probability of a sequence of càdlàg processes $(X^n)_n$ to a càdlàg process $X$, we are interested in the convergence of corresponding values in optimal stopping. We give results under hypothesis of inclusion of filtrations or convergence of filtrations.
dc.identifierhttps://arxiv.org/abs/math/0405494
dc.identifierhttp://arxiv.org/abs/math/0405494
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71326
dc.subjectProbability
dc.titleConvergence of values in optimal stopping
dc.typetext

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