2 papers
math.PR2005
Convergence of values in optimal stopping and convergence of optimal stopping times
François Coquet, Sandrine Toldo
Under the hypothesis of convergence in probability of a sequence of càdlàg processes to a càdlàg process , we are interested in the convergence of corresponding value…
math.PR2004
Natural decomposition of processes and weak Dirichlet processes
Francois Coquet, Adam Jakubowski, Jean Memin +1
A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichl…