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

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2021-06-01 DOI:10.1214/20-AAP1622

A. Matoussi, Dylan Possamaï, Chao Zhou

引用次数: 5

Abstract

The aim of this short note is to fill in a gap in our earlier paper (Ann. Appl. Probab. 23 (2013) 2420–2457) on 2BSDEs with reflections, and to explain how to correct the subsequent results in the second paper (Stochastic Process. Appl. 124 (2014) 2281–2321). We also provide more insight on the properties of 2RBSDEs, in the light of the recent contributions (Li and Peng (2017); Soumana Hima (2017)) in the so-called G-framework.

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“二阶反射后向随机微分方程”和“具有一般反射和不确定对策选项的二阶BSDEs”的勘误表

这篇短文的目的是填补我们以前论文中的一个空白。达成。Probab. 23(2013) 2420-2457)关于2BSDEs的反射，并解释如何纠正第二篇论文(随机过程)的后续结果。苹果124(2014)2281-2321)。根据最近的贡献，我们还提供了关于2RBSDEs性质的更多见解(Li和Peng (2017);Soumana Hima(2017))在所谓的g框架中。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

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