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

Authors Publication date
2021
Publication type
Journal Article
Summary The aim of this short note is to fill in a gap in our earlier paper [7] on 2BSDEs with reflections, and to explain how to correct the subsequent results in the second paper [6]. We also provide more insight on the properties of 2RBSDEs, in the light of the recent contributions [5, 13] in the so-called G−framework.
Publisher
Institute of Mathematical Statistics
Topics of the publication
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