Corrigendum to: ``On approximation of the backward stochastic differential equation

DOI10.1016/J.JSPI.2014.06.003MaRDI QIDQ496476zbMATH OpenOpenAlexWikidataFDO

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

Mathematics Subject Classification ID

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)

• scientific article; zbMATH DE number 6976394 (Why is no real title available?)
• Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration
• Corrigendum to ``Convergence of invariant measures for singular stochastic diffusion equations [Stochastic process. Appl. 122 (2012) 1998-2017]
• Corrigendum to ``Moment estimate and existence for solutions of stochastic functional differential equations

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