Convergence of classes of subpramarts and games which become better with time |
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| Authors: | Xing-Hong Xue |
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| Institution: | (1) Department of Statistics, Columbia University, 10027 New York, New York |
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| Abstract: | In this paper local convergence theorems for subpramarts and GBTs (games which become better with time) are presented. These results are also new for Martingales. Global convergence theorems for subpramarts and GBTs are also proved. These theorems are related to the theory of optimal stopping. |
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| Keywords: | Essential convergence stochastic convergence Snell's envelope local convergence optimal stopping |
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