Corrigendum to “Stability of solutions of BSDEs with random terminal time”
ESAIM: Probability and Statistics (2007)
- Volume: 11, page 381-384
- ISSN: 1292-8100
Access Full Article
top
Abstract
topHow to cite
topToldo, Sandrine. "Corrigendum to “Stability of solutions of BSDEs with random terminal time”." ESAIM: Probability and Statistics 11 (2007): 381-384. <http://eudml.org/doc/249944>.
@article{Toldo2007,
abstract = {
This paper is a corrigendum to paper Toldo, ESAIM, P&S10 (2006) 141–163 where we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time.
},
author = {Toldo, Sandrine},
journal = {ESAIM: Probability and Statistics},
keywords = {Backward Stochastic Differential Equations (BSDE); stability of BSDEs; weak convergence of filtrations; stopping times.; backward stochastic differential equations (BSDE); stability of bsdes; stopping times},
language = {eng},
month = {8},
pages = {381-384},
publisher = {EDP Sciences},
title = {Corrigendum to “Stability of solutions of BSDEs with random terminal time”},
url = {http://eudml.org/doc/249944},
volume = {11},
year = {2007},
}
TY - JOUR
AU - Toldo, Sandrine
TI - Corrigendum to “Stability of solutions of BSDEs with random terminal time”
JO - ESAIM: Probability and Statistics
DA - 2007/8//
PB - EDP Sciences
VL - 11
SP - 381
EP - 384
AB -
This paper is a corrigendum to paper Toldo, ESAIM, P&S10 (2006) 141–163 where we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time.
LA - eng
KW - Backward Stochastic Differential Equations (BSDE); stability of BSDEs; weak convergence of filtrations; stopping times.; backward stochastic differential equations (BSDE); stability of bsdes; stopping times
UR - http://eudml.org/doc/249944
ER -
References
top- S. Toldo, Convergence de filtrations ; application à la discrétisation de processus et à la stabilité de temps d'arrêt. Ph.D. Thesis, Université de Rennes 1 (Novembre 2005).
- S. Toldo, Stability of solutions of BSDEs with random terminal time. ESAIM, P&S10 (2006) 141–163.
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.