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.
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机译:在一个假设过程从($ X ^ n)$到一个过程$ X $的概率收敛的假设下,我们对最优停止中相应值的收敛以及最优停止时间的收敛感兴趣。我们在包含过滤或过滤收敛的假设下给出结果。
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