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

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 : https://doi.org/10.1051/ps:2007025
Classification : 60H10,  60Fxx,  60G40
Mots clés : backward stochastic differential equations (BSDE), stability of BSDEs, weak convergence of filtrations, stopping times
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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},
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year = {2007},
doi = {10.1051/ps:2007025},
zbl = {1188.60032},
mrnumber = {2218406},
language = {en},
url = {http://www.numdam.org/articles/10.1051/ps:2007025/}
}
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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://www.numdam.org/articles/10.1051/ps:2007025/

[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

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