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Corrigendum to “Stability of solutions of BSDEswith random terminal time”

Published online by Cambridge University Press:  17 August 2007

Sandrine Toldo
Sandrine Toldo*
Affiliation:
IRMAR, antenne de Bretagne de l'ENS Cachan, Campus de Ker Lann, 35170 BRUZ, France; sandrine.toldo@bretagne.ens-cachan.fr
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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.

Keywords

Backward Stochastic Differential Equations (BSDE)stability of BSDEsweak convergence of filtrationsstopping times.
Type
Research Article
Information
ESAIM: Probability and Statistics , Volume 11: Special Issue: "Stochastic analysis and mathematical finance" in honor of Nicole El Karoui's 60th birthdaySpecial Issue: "Stochastic analysis and mathematical finance" in honor of Nicole El Karoui's 60th birthday , June 2007 , pp. 381 - 384
Copyright
© EDP Sciences, SMAI, 2007

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References

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&S 10 (2006) 141–163.