MEAN FIELD GAMES WITH COMMON NOISE (vol 44, pg 3740, 2016)
成果类型：
Correction
署名作者：
Carmona, Rene; Delarue, Francois; Lacker, Daniel
署名单位：
Princeton University; Universite Cote d'Azur; Columbia University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/20-AOP1432
发表日期：
2020
页码：
2644-2646
关键词：
摘要：
This note corrects an error in [1], Lemma 3.7. The lemma is not correct as stated, and the first conclusion must instead be stated as a hypothesis. This erratum corrects the statement of the lemma and then shows that the additional hypothesis is satisfied in each of the three applications of the lemma later in the paper. The main results of the paper remain unchanged. The error in [1], Lemma 3.7, is at the end of the first step of the proof. Specifically, the last equation before the second step (lines 5-6 of page 3769) is not accurate, because the preceding equation was proven only for all F-t(mu)-measurable functions phi(1)(mu), not for all F-T(mu) -measurable functions. We rewrite the lemma as follows, stating equivalence between its two claims as well as a third and often more convenient form.