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Displaying similar documents to “Convergence of values in optimal stopping and convergence of optimal stopping times.”

On randomized stopping times.

Concepción Arenas Solá (1990)

Trabajos de Estadística

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In this note we give a proof of the fact that the extremal elements of the set of randomized stopping times are exactly the stopping times.

A family of L 2-spaces associated to the jumps of a Markov process

Valentin Grecea (2011)

Open Mathematics

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Given the (canonical) Markov process associated with a sufficiently general semigroup (P t), we establish a result concerning the uniform completeness of a family of L 2-spaces naturally associated with the jumps of the process. An application of this result is presented.