Convergence of values in optimal stopping
Toldo, Sandrine
HAL, hal-00001625 / Harvested from HAL
Text on HAL
Under 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.
Publié le : 2004-05-26
Classification:  Convergence of filtrations,  Convergence of stochastic processes,  Values in optimal stopping,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00001625,
     author = {Toldo, Sandrine},
     title = {Convergence of values in optimal stopping},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00001625}
}

Toldo, Sandrine. Convergence of values in optimal stopping. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00001625/