3 citations
- Laboratoire de Mathématiques Blaise PascalFR8 papers
- Université Le Havre NormandieFR8 papers
- Fundação para a Ciência e TecnologiaPT2 papers
- Institut de recherche mathématique de RennesFR2 papers
- Ancilla CollegeUS1 paper
- Centre de Recherche en Économie et StatistiqueFR1 paper
- Chalmers University of TechnologySE1 paper
- École Normale Supérieure Paris-SaclayFR1 paper
- École Polytechnique Fédérale de LausanneCH1 paper
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR1 paper
- Sapienza University of RomeIT1 paper
- University of GothenburgSE1 paper
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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…