Tree peony leaves

I have two small tree peonies which are beginning to flourish well. Today I noticed that one of them has a couple of leaves that appear to have turned brown at the edge and shrivelled up. It has been wet and windy for a couple of days - can it be that? The affected one is in the shade most of the day and only 2 leaves seem to have the problem. Do I need to worry? Any ideas please?

 

Hi Sarah it was probably done with frost in the last couple of weeks they should recover.

 

Thanks Walnut. I'm not sure we've had frost down here, but I'll keep an eye on them!