“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

IF 1.8 2区数学 Q2 STATISTICS & PROBABILITY

Annals of Applied Probability Pub Date : 2021-06-01 DOI:10.1214/20-AAP1622

A. Matoussi, Dylan Possamaï, Chao Zhou

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引用次数: 5

摘要

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。

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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”

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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来源期刊

Annals of Applied Probability 数学-统计学与概率论

CiteScore

2.70

自引率

5.60%

发文量

108

审稿时长

6-12 weeks

期刊介绍： The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.