On weak convergence of filtrations
François Coquet, Jean Mémin, Leszek Slominski (2001)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “Convergence of values in optimal stopping and convergence of optimal stopping times.”
On weak convergence of filtrations
Proofs of the martingale FCLT.
Whitt, Ward (2007)
Probability Surveys [electronic only]
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Approximation of predictable characteristics of processes with filtrations
Leszek Slominski (1987)
Séminaire de probabilités de Strasbourg
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Convergence in incomplete market models.
Kopp, P.Ekkehard, Wellmann, Volker (2000)
Electronic Journal of Probability [electronic only]
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An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales
Maurizio Pratelli (1999)
Séminaire de probabilités de Strasbourg
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Martingales on random sets and the strong martingale property.
Sharpe, Michael J. (2000)
Electronic Journal of Probability [electronic only]
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Duality and quasi-continuity for supermartingales
Valentin Grecea (2002)
Séminaire de probabilités de Strasbourg
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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.
On continuous conditional gaussian martingales and stable convergence in law
Jean Jacod (1997)
Séminaire de probabilités de Strasbourg
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