Coquet, François; Toldo, Sandrine Convergence of values in optimal stopping and convergence of optimal stopping times. (English) Zbl 1144.62067 Electron. J. Probab. 12, 207-228 (2007). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 62L15 60G40 60Fxx 91A60 91A80 PDFBibTeX XMLCite \textit{F. Coquet} and \textit{S. Toldo}, Electron. J. Probab. 12, 207--228 (2007; Zbl 1144.62067) Full Text: DOI arXiv EuDML
Coquet, François; Mémin, Jean; Słominski, Leszek On weak convergence of filtrations. (English) Zbl 0987.60009 Azéma, Jacques (ed.) et al., Séminaire de Probabilités XXXV. Berlin: Springer. Lect. Notes Math. 1755, 306-328 (2001). Reviewer: Jun Kawabe (Wakasato) MSC: 60B10 60F05 PDFBibTeX XMLCite \textit{F. Coquet} et al., Lect. Notes Math. 1755, 306--328 (2001; Zbl 0987.60009) Full Text: Numdam
Coquet, François; Guillemeau, Michel A remark on Skorokhod topologies for the Skorokhod reflection problem. (English) Zbl 0971.60003 Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 126-131 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60B10 34D05 93D20 PDFBibTeX XMLCite \textit{F. Coquet} and \textit{M. Guillemeau}, in: Skorokhod's ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. 126--131 (2000; Zbl 0971.60003)
Coquet, F.; Mémin, J.; Mackevičius, V. Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. (English) Zbl 0990.60035 Lith. Math. J. 40, No. 3, 228-235 (2000) and Liet. Mat. Rink. 40, No. 3, 295-306 (2000). Reviewer: Elisaveta Pancheva (Sofia) MSC: 60G07 60G55 PDFBibTeX XMLCite \textit{F. Coquet} et al., Lith. Math. J. 40, No. 3, 228--235 (2000) and Liet. Mat. Rink. 40, No. 3, 295--306 (2000; Zbl 0990.60035) Full Text: DOI
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. (English) Zbl 0932.60047 Stochastic Processes Appl. 75, No. 2, 235-248 (1998). Reviewer: B.Maslowski (Praha) MSC: 60G44 60H10 PDFBibTeX XMLCite \textit{F. Coquet} et al., Stochastic Processes Appl. 75, No. 2, 235--248 (1998; Zbl 0932.60047) Full Text: DOI