CORRECTION SDES WITH OBLIQUE REFLECTIONS ON NONSMOOTH DOMAINS The Annals of Probability 21 (1993) 554–580

@inproceedings{Dupuis2007CORRECTIONSW,
  title={CORRECTION SDES WITH OBLIQUE REFLECTIONS ON NONSMOOTH DOMAINS The Annals of Probability 21 (1993) 554–580},
  author={Paul Dupuis and Hitoshi Ishii},
  year={2007}
}
It has been pointed out by Weining Kang and Ruth Williams that there is an error in an argument in [1]. The purpose of this note is to correct the argument. The error affects only Case 2 of the paper, and occurs in the first display at the top of page 580, at the end of the proof of Theorem 5.1. This display claims that a certain bound follows from (3.28) of the paper, and implicitly assumes that if 
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SDEs with oblique reflections on nonsmooth domains

  • P. Dupuis, H. Ishii
  • Ann. Probab
  • 1993

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