Corrigendum to “On approximation of the backward stochastic differential equation” [J. Statist. Plann. Inference 150 (2014) 111–123]

Journal of Statistical Planning and Inference 163 (2015) 48

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Journal of Statistical Planning and Inference journal homepage: www.elsevier.com/locate/jspi

Corrigendum

Corrigendum to ‘‘On approximation of the backward stochastic differential equation’’ [J. Statist. Plann. Inference 150 (2014) 111–123] Yury A. Kutoyants a,b , Li Zhou c a

Laboratoire de Statistique et Processus, Université du Maine, 72085 LeMans, France

b

Laboratory of Quantitive Finance, Higher School of Economics, Moscow, Russia

c

School of Mathematics and Statistics, Shandong University, Weihai, 264209, China

article

info

Article history: Available online 30 June 2014

In the original published article, there is a misprint in Theorem 2 and the correct version is as below. The authors regret for the confusion caused. Theorem 2. For all estimators Y¯t and Z¯t and all t ∈ [δ, T ] we have the relations

2 u˙ 0 (t , xt (ϑ0 ) , ϑ0 )2  , ε−2 Eϑ Y¯t − Yt  ≥ I (ϑ0 , xt (ϑ0 )) ν→0 ε→0 |ϑ−ϑ0 |≤ν  0 ′ 2  u˙ x (t , xt (ϑ0 ) , ϑ0 )2 σ (t , xt (ϑ0 ))2 −4 lim lim sup ε Eϑ Z¯t − Zt  ≥ . I (ϑ0 , xt (ϑ0 )) ν→0 ε→0 |ϑ−ϑ0 |≤ν lim lim

sup

DOI of original article: http://dx.doi.org/10.1016/j.jspi.2014.03.002.

http://dx.doi.org/10.1016/j.jspi.2014.06.003

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