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

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.