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

Coquet, François, and Toldo, Sandrine. "Convergence of values in optimal stopping and convergence of optimal stopping times.." Electronic Journal of Probability [electronic only] 12 (2007): 207-228. <http://eudml.org/doc/129222>.

@article{Coquet2007,
author = {Coquet, François, Toldo, Sandrine},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {values of optimal stopping; convergence of stochastic processes; convergence of filtrations; optimal stopping times; convergence of stopping times; Skorokhod topology},
language = {eng},
pages = {207-228},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Convergence of values in optimal stopping and convergence of optimal stopping times.},
url = {http://eudml.org/doc/129222},
volume = {12},
year = {2007},
}

TY - JOUR
AU - Coquet, François
AU - Toldo, Sandrine
TI - Convergence of values in optimal stopping and convergence of optimal stopping times.
JO - Electronic Journal of Probability [electronic only]
PY - 2007
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 12
SP - 207
EP - 228
LA - eng
KW - values of optimal stopping; convergence of stochastic processes; convergence of filtrations; optimal stopping times; convergence of stopping times; Skorokhod topology
UR - http://eudml.org/doc/129222
ER -