Stability of solutions of BSDES with random terminal time

ESAIM - Probability and Statistics

Volumn 10, Issue , 2006, Pages 141-163

  Toldo, Sandrine ^a  

^a UNIVERSITÉ DE RENNES 1   (France)

Author keywords

Backward Stochastic Differential Equations (BSDE); Stability of BSDEs; Stopping times; Weak convergence of filtrations

Indexed keywords

EID: 33846116724     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:2006006     Document Type: Article

References (15)