Convergence of values in optimal stopping and convergence of optimal stopping times

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dc.creatorCoquet, François
dc.creatorToldo, Sandrine
dc.date2005-04-15
dc.date2005-10-19
dc.date.accessioned2026-07-07T06:39:48Z
dc.date.available2026-07-07T06:39:48Z
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 and also in the convergence of optimal stopping times. We give results under hypothesis of inclusion of filtrations or convergence of filtrations.
dc.identifierhttps://arxiv.org/abs/math/0504318
dc.identifierhttp://arxiv.org/abs/math/0504318
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/101211
dc.subjectProbability
dc.titleConvergence of values in optimal stopping and convergence of optimal stopping times
dc.typetext

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