ESAIM: P&S, August 2007, Vol. 11, pp. 381-384
DOI: 10.1051/ps:2007025
Corrigendum to "Stability of solutions of BSDEs with random terminal time"
Sandrine ToldoIRMAR, antenne de Bretagne de l'ENS Cachan, Campus de Ker Lann, 35170 BRUZ, France; sandrine.toldo@bretagne.ens-cachan.fr
(Received March 27, 2006. Revised July 17 and December 5, 2006. Published online 17 August 2007.)
Abstract
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.
Mathematics Subject Classification. 60H10, 60Fxx, 60G40
Key words: Backward Stochastic Differential Equations (BSDE), stability of BSDEs, weak convergence of filtrations, stopping times.
© EDP Sciences, SMAI 2007



Document