Corrigendum to "Weak Approximations for Wiener Functionals" [Ann. Appl. Probab. (2013), 23, 4, 1660-1691
Dorival Le\~ao, Alberto Ohashi

TL;DR
This paper corrects and completes the proofs of key theorems in a previous work on weak approximations for Wiener functionals, ensuring the mathematical validity of the original results.
Contribution
It provides the missing details and corrections to the proofs of Theorem 3.1 and Corollary 4.1 from the original paper, maintaining the original hypotheses and statements.
Findings
Corrected proofs of Theorem 3.1 and Corollary 4.1
Validation of original hypotheses and statements
Ensured mathematical rigor of previous results
Abstract
The proofs of Theorem 3.1 and Corollary 4.1 in Le\~ao and Ohashi (2013) are incomplete. The reason is a wrong statement in Remark 2.2. The hypotheses and statements of Theorem 3.1 and Corollary 4.1 in Le\~ao and Ohashi (2013) remain unchanged but the proofs have to be modified. In this short note, we provide the details.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Modeling in Engineering · Numerical methods in inverse problems
