L^p solutions of reflected BSDEs under monotonicity condition

Abstract

We prove existence and uniqueness of L^p solutions of reflected backward stochastic differential equations with p-integrable data and generators satisfying the monotonicity condition. We also show that the solution may be approximated by the penalization method. Our results are new even in the classical case p=2.

The article is slightly revised, results unchanged

References in corpus (1)

• Lp-Solutions for Reected Backward Stochastic Differential Equations

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