Corrigendum to “Stability of solutions of BSDEs with random terminal time”. (English) Zbl 1188.60032
Summary: This paper is a corrigendum to [ESAIM, Probab. Stat. 10, 141–163 (2006; Zbl 1185.60064)] where we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time.
MSC:
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
| 60F05 | Central limit and other weak theorems |
Keywords:
backward stochastic differential equations (BSDE); stability of BSDEs; weak convergence of filtrations; stopping timesCitations:
Zbl 1185.60064References:
| [1] | 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). |
| [2] | S. Toldo , Stability of solutions of BSDEs with random terminal time . ESAIM, P&S 10 ( 2006 ) 141 - 163 . Numdam | Zbl pre05216852 · Zbl 1185.60064 |
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