Abstract
We give necessary and sufficient condition for existence and uniqueness of $\mathbb{L}^{p}$-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to $y$ and Lipschitz continuous with respect to $z$, and with data in $\mathbb{L}^{p}$, $p\ge 1$. We also prove that the solutions maybe approximated by the penalization method.
Citation
Tomasz Klimsiak. "Reflected BSDEs with monotone generator." Electron. J. Probab. 17 1 - 25, 2012. https://doi.org/10.1214/EJP.v17-1759
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