Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration'' (Q1613620): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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