Stability of solutions of BSDEs with random terminal time
type: Item
instance of: scholarly article
title: Stability of solutions of BSDEs with random terminal time
zbMATH Open document ID: 1185.60064
author: Sandrine Toldo
published in: ESAIM: Probability and Statistics
publication date: 2007-11-30T00:00:00Z
full work available at URL: https://arxiv.org/abs/math/0405494
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/104345
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 5216852
zbMATH Keywords: backward stochastic differential equations (BSDE)
zbMATH Keywords: stability of BSDEs
zbMATH Keywords: weak convergence of filtrations
zbMATH Keywords: stopping times
MaRDI profile type: Publication
OpenAlex ID: W2950467837
arXiv ID: math/0405494
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cites work: Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration''
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cites work: Numerical method for backward stochastic differential equations
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cites work: BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp>
DOI: 10.1051/PS:2006006
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description: scientific article; zbMATH DE number 5216852