Corrigendum to: ``Second-order reflected backward stochastic differential equations and ``Second-order BSDEs with general reflection and game options under uncertainty

DOI10.1214/20-AAP1622zbMath1489.60103arXiv1706.08588OpenAlexW3174872076WikidataQ115240818 ScholiaQ115240818MaRDI QIDQ2240858

Dylan Possamaï, Chao Zhou, Anis Matoussi

Publication date: 4 November 2021

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.08588

zbMATH Keywords

reflections2BSDEsSkorokhod condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)

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Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections, A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times

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