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

Anis Matoussi (1) , Dylan Possamaï (2) , Chao Zhou (3)

1 LMM - Laboratoire Manceau de Mathématiques
2 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision
3 NUS - National University of Singapore

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.

Mots clés: 2BSDEs; reflections; Skorokhod condition

Domaines: Probabilités [math.PR]

Anis Matoussi, Dylan Possamaï, Chao Zhou. Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty". The Annals of Applied Probability, 2021, 31 (3), pp.1505-1522. ⟨10.1214/20-AAP1622⟩. ⟨hal-01546734⟩