Criens, David; Pfaffelhuber, Peter; Schmidt, Thorsten The martingale problem method revisited. (English) Zbl 07707111 Electron. J. Probab. 28, Paper No. 19, 46 p. (2023). MSC: 60G07 60F17 60H15 60G17 PDFBibTeX XMLCite \textit{D. Criens} et al., Electron. J. Probab. 28, Paper No. 19, 46 p. (2023; Zbl 07707111) Full Text: DOI arXiv Link
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
Jacka, Saul; Warren, John Examples of convergence and non-convergence of Markov chains conditioned not to die. (English) Zbl 1014.60074 Electron. J. Probab. 7, Paper No. 1, 22 p. (2002). Reviewer: Uwe Rösler (Kiel) MSC: 60J50 60B10 60G99 60J27 60J45 60J55 PDFBibTeX XMLCite \textit{S. Jacka} and \textit{J. Warren}, Electron. J. Probab. 7, Paper No. 1, 22 p. (2002; Zbl 1014.60074) Full Text: DOI EuDML EMIS