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Erratum: Optimal stopping time problem in a general framework

Magdalena Kobylanski 1 Marie-Claire Quenez 2
1 PS
LAMA - Laboratoire d'Analyse et de Mathématiques Appliquées
Abstract : The proof of the second point of Proposition B11 given in the Appendix of Kobylanski and Quenez (2012) ([1]) is only valid in the case where the reward process is right-continuous. In this Erratum, we give the proof in the case where the reward is only right-upper-semicontinuous.
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https://hal.archives-ouvertes.fr/hal-01328196
Contributor : Marie-Claire Quenez <>
Submitted on : Tuesday, June 7, 2016 - 7:22:43 PM
Last modification on : Friday, March 27, 2020 - 3:13:38 AM

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  • HAL Id : hal-01328196, version 1

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Magdalena Kobylanski, Marie-Claire Quenez. Erratum: Optimal stopping time problem in a general framework. 2016. ⟨hal-01328196⟩

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