Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration'' (Q1613620): Difference between revisions
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| Property / cites work: Backward-forward stochastic differential equations / rank | |||
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| Property / cites work: Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration / rank | |||
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| Property / cites work: Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\) / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0304-4149(99)00020-4 / rank | |||
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| Property / OpenAlex ID: W1508359350 / rank | |||
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Latest revision as of 10:16, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration'' |
scientific article |
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Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration'' (English)
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29 August 2002
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The proof of Lemma 3 and, consequently, that of Theorem 2 in the paper cited in the title [ibid. 75, No. 2, 235-248 (1998; Zbl 0932.60047)] is not correct. A correct proof is given in the present paper by another method.
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stability of martingales
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discretization of filtration
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