Stability of solutions of BSDEs with random terminal time (Q5429571)
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scientific article; zbMATH DE number 5216852
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of solutions of BSDEs with random terminal time |
scientific article; zbMATH DE number 5216852 |
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Stability of solutions of BSDEs with random terminal time (English)
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30 November 2007
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backward stochastic differential equations (BSDE)
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stability of BSDEs
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weak convergence of filtrations
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stopping times
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