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using Skorokhod embedding techniques, the authors estimate the rate of convergence of the approximation of an optimal stopping problem along Brownian paths, when Brownian motion \\((B_t)_{t\\geq 0}\\) is approximated by a normalized random walk \\((S_n)_{n\\in\\mathbb{N}}\\) which is represented by the form \\(S_n= \\sum^n_{k=1} X_k\\). Let \\({\\mathcal T}\\) be the set of all \\(F\\)-stopping times, where \\(F= ({\\mathcal F}_t)_{t\\geq 0}\\) is the natural filtration of \\((B_t)_{t\\geq 0}\\), and set \\({\\mathcal T}_{0,1}= \\{\\tau\\in {\\mathcal T}\\mid 0\\leq \\tau\\leq 1\\) a.s.\\}, and let \\({\\mathcal T}^S\\) be the set of all stopping times with respect to the natural filtration of \\((S_n)_{n\\in\\mathbb{N}}\\) and set \\({\\mathcal T}^S_{0,n}= \\{\\nu\\in{\\mathcal T}^S\\mid 0\\leq \\nu\\leq n\\) a.s.\\}. For a continuous bounded function \\(f\\) on \\([0,1]\\times\\mathbb{R}\\), define optimal values by \\(P= \\sup_{\\tau\\in{\\mathcal T}_{0,1}}Ef(\\tau, B_\\tau)\\) and \\(P^{(n)}= \\sup_{\\nu\\in{\\mathcal T}^S_{0, n}} Ef(\\nu/n, S_\\nu/\\sqrt n)\\). 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