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

Sandrine Toldo

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

Stability of solutions of BSDEs with random terminal time

Sandrine Toldo (2006)

ESAIM: Probability and Statistics

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In this paper, we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time. More precisely, we are going to show that if () is a sequence of scaled random walks or a sequence of martingales that converges to a Brownian motion and if $(τ^{n})$ is a sequence of stopping times that converges to a stopping time , then the solution of the BSDE driven by with random terminal time $τ^{n}$ converges to the solution...

On continuous convergence and epi-convergence of random functions. Part I: Theory and relations

Silvia Vogel, Petr Lachout (2003)

Kybernetika

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Continuous convergence and epi-convergence of sequences of random functions are crucial assumptions if mathematical programming problems are approximated on the basis of estimates or via sampling. The paper investigates “almost surely” and “in probability” versions of these convergence notions in more detail. Part I of the paper presents definitions and theoretical results and Part II is focused on sufficient conditions which apply to many models for statistical estimation and stochastic...