Stability of solutions of BSDEs with random terminal time

Author: Toldo Sandrine  

Publisher: Edp Sciences

E-ISSN: 1262-3318|10|issue|141-163

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.10, Iss.issue, 2006-03, pp. : 141-163

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Abstract