Convergence of values in optimal stopping
Probability
2007-05-23 v1
Abstract
Under the hypothesis of convergence in probability of a sequence of c\`adl\`ag processes to a c\`adl\`ag process , 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.
Cite
@article{arxiv.math/0405494,
title = {Convergence of values in optimal stopping},
author = {Sandrine Toldo},
journal= {arXiv preprint arXiv:math/0405494},
year = {2007}
}