Pratelli, Maurizio; Mulinacci, Sabrina - In: Finance and Stochastics 2 (1998) 3, pp. 311-327
The main result of the paper is a stability theorem for the Snell envelope under convergence in distribution of the underlying processes: more precisely, we prove that if a sequence $(X^n)$ of stochastic processes converges in distribution for the Skorokhod topology to a process $X$ and...