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

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

2005-04-15

arxiv.org/abs/math/0504318v2

Mathematics

Probability

Scientific paper

Under the hypothesis of convergence in probability of a sequence of
c\`{a}dl\`{a}g processes $(X^n)\_n$ to a c\`{a}dl\`{a}g 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.

Affiliated with

Also associated with

No associations

Rating

Convergence of values in optimal stopping and convergence of optimal stopping times does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Convergence of values in optimal stopping and convergence of optimal stopping times, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Convergence of values in optimal stopping and convergence of optimal stopping times will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-402076