Erratum: Optimal stopping time problem in a general framework
Résumé
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.
Origine : Fichiers produits par l'(les) auteur(s)
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