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.PR2005
Stability of solutions of BSDEs with random terminal time
Sandrine Toldo
In this paper, we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time. More precis…