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
Mots-clés : backward stochastic differential equations (BSDE), stability of BSDEs, weak convergence of filtrations, stopping times
Mots-clés : 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://archive.numdam.org/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://archive.numdam.org/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://archive.numdam.org/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. http://archive.numdam.org/articles/10.1051/ps:2007025/
[1] 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).
,[2] Stability of solutions of BSDEs with random terminal time. ESAIM, P&S 10 (2006) 141-163. | Numdam
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