Geodesic
Corrigendum to “Stability of solutions of BSDEs with random terminal time”
ESAIM: Probability and Statistics, Tome 11 (2007), pp. 381-384

Voir la notice de l'article provenant de la source Numdam

corrige Stability of solutions of BSDEs with random terminal time

This paper is a corrigendum to paper Toldo, ESAIM, P&S 10 (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.

DOI : 10.1051/ps:2007025
Classification : 60H10, 60Fxx, 60G40
Keywords: backward stochastic differential equations (BSDE), stability of BSDEs, weak convergence of filtrations, stopping times 
@article{PS_2007__11__381_0,
     author = {Toldo, Sandrine},
     title = {Corrigendum to {{\textquotedblleft}Stability} of solutions of {BSDEs} with random terminal time{\textquotedblright}},
     journal = {ESAIM: Probability and Statistics},
     pages = {381--384},
     publisher = {EDP-Sciences},
     volume = {11},
     year = {2007},
     doi = {10.1051/ps:2007025},
     mrnumber = {2218406},
     zbl = {1188.60032},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2007025/}
}
TY  - JOUR
AU  - Toldo, Sandrine
TI  - Corrigendum to “Stability of solutions of BSDEs with random terminal time”
JO  - ESAIM: Probability and Statistics
PY  - 2007
SP  - 381
EP  - 384
VL  - 11
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/ps:2007025/
DO  - 10.1051/ps:2007025
LA  - en
ID  - PS_2007__11__381_0
ER  - 
%0 Journal Article
%A Toldo, Sandrine
%T Corrigendum to “Stability of solutions of BSDEs with random terminal time”
%J ESAIM: Probability and Statistics
%D 2007
%P 381-384
%V 11
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/ps:2007025/
%R 10.1051/ps:2007025
%G en
%F PS_2007__11__381_0
Toldo, Sandrine. Corrigendum to “Stability of solutions of BSDEs with random terminal time”. ESAIM: Probability and Statistics, Tome 11 (2007), pp. 381-384. doi: 10.1051/ps:2007025

Cité par Sources :