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Corrigendum for 'Second-order reflected backward stochastic differential equations' and 'Second-order BSDEs with general reflection and game options under uncertainty'

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اقرأ أكثر
  • معلومة اضافية
    • Contributors:
      Laboratoire Manceau de Mathématiques (LMM); Le Mans Université (UM); CEntre de REcherches en MAthématiques de la DEcision (CEREMADE); Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL; Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL); National University of Singapore (NUS)
    • بيانات النشر:
      Institute of Mathematical Statistics, 2021.
    • الموضوع:
      2021
    • نبذة مختصرة :
      The aim of this short note is to fill in a gap in our earlier paper [16] on 2BSDEs with reflections, and to explain how to correct the subsequent results in the second paper [15]. We also provide more insight on the properties of 2RBSDEs, in the light of the recent contributions [13, 23] in the so--called $G-$framework.
      16 pages
    • ISSN:
      1050-5164
      2168-8737
    • الرقم المعرف:
      10.1214/20-aap1622
    • الرقم المعرف:
      10.1214/20-AAP1622⟩
    • الرقم المعرف:
      10.1214/20-AAP1622.short
    • Rights:
      OPEN
    • الرقم المعرف:
      edsair.doi.dedup.....b72133b6f166194b07fdfe0dfbabc79d