Corrigendum to ``Stability in D of martingales and backward equations under discretization of filtration
DOI10.1016/S0304-4149(99)00020-4zbMATH Open0997.60061OpenAlexW1508359350MaRDI QIDQ1613620FDOQ1613620
Authors: François Coquet, Vigirdas Mackevičius, 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
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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
Cited In (12)
- Corrigendum to: ``Limit theorems for fields of martingale differences
- Random walk approximation of BSDEs with Hölder continuous terminal condition
- Representation of infinite dimensional martingales
- Corrigendum: On the use of a discrete form of the Itô formula in the article ``Almost sure asymptotic stability analysis of the \(\theta\)-Maruyama method applied to a test system with stabilising and destabilising~stochastic~perturbations
- Corrigendum to: ``Martingale optimal transport in the Skorokhod space
- Comment on: ``Stability analysis of stochastic differential equations with Markovian switching [Systems \& Control Letters 61 (2012) 1209--1214]
- Stability of solutions of BSDEs with random terminal time
- Stability results for martingale representations: The general case
- Errata to: ``Transportation cost inequality for backward stochastic differential equations
- Corrigendum to: ``Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method.
- Comments on ``Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
- Discretization of backward semilinear stochastic evolution equations
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