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

   
@article{EJP288,
	author = {François Coquet and Sandrine Toldo},
	title = {Convergence of values in optimal stopping and convergence of optimal stopping times},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {12},
	year = {2007},
	keywords = {Values in optimal stopping ; Convergence of stochastic processes ; Convergence of filtrations ; Optimal stopping times ; Convergence of stopping times.},
	abstract = {Under the hypothesis of convergence in probability of a sequence of càdlàg processes $(X^n)$ to a càdlàg 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.},
	pages = {no. 8, 207-228},
	issn = {1083-6489},
	doi = {10.1214/EJP.v12-288},    
        url = {http://ejp.ejpecp.org/article/view/288}}