Corrigendum to “Stability of solutions of BSDEs with random terminal time”

DOI10.1051/ps:2007025zbMath1188.60032OpenAlexW2074972721MaRDI QIDQ5429611

Sandrine Toldo

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2007__11__381_0

zbMATH Keywords

stability of BSDEsweak convergence of filtrationsstopping timesbackward stochastic differential equations (BSDE)

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness ⋮ Mean square rate of convergence for random walk approximation of forward-backward SDEs

Cites Work

• Stability of solutions of BSDEs with random terminal time

This page was built for publication: Corrigendum to “Stability of solutions of BSDEs with random terminal time”