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

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Convergence of values in optimal stopping and convergence of optimal stopping times
2.	Creator	Author's name, affiliation, country	François Coquet; CREST-ENSAI and LMAH Université du Havre
2.	Creator	Author's name, affiliation, country	Sandrine Toldo; IRMAR, Antenne de Bretagne de l'ENS Cachan
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Values in optimal stopping ; Convergence of stochastic processes ; Convergence of filtrations ; Optimal stopping times ; Convergence of stopping times.
3.	Subject	Subject classification	60G40 ; 62L15 ; 60Fxx ; 62Lxx
4.	Description	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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2007-02-27
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/288
10.	Identifier	Digital Object Identifier	10.1214/EJP.v12-288
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 12
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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