Corrigendum to: ``On approximation of the backward stochastic differential equation
DOI10.1016/J.JSPI.2014.06.003zbMATH Open1330.62328OpenAlexW2028065913WikidataQ115345198 ScholiaQ115345198MaRDI QIDQ496476FDOQ496476
Authors: Yu. A. Kutoyants, Li Zhou 
Publication date: 21 September 2015
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2014.06.003
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cited In (4)
- Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration
- Corrigendum to ``Moment estimate and existence for solutions of stochastic functional differential equations
- Corrigendum to ``Convergence of invariant measures for singular stochastic diffusion equations [Stochastic process. Appl. 122 (2012) 1998-2017]
- Title not available (Why is that?)
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