Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration
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Publication:1613620
DOI10.1016/S0304-4149(99)00020-4zbMath0997.60061OpenAlexW1508359350MaRDI QIDQ1613620
Vigirdas Mackevičius, François Coquet, Jean Mémin
Publication date: 29 August 2002
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00020-4
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
Related Items (4)
Stability of solutions of BSDEs with random terminal time ⋮ Random walk approximation of BSDEs with Hölder continuous terminal condition ⋮ Discretization of backward semilinear stochastic evolution equations ⋮ Stability results for martingale representations: The general case
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 \({\mathbb{D}}^ 1)\)
- Backward-forward stochastic differential equations
- Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration
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