Existence and uniqueness of solutions for multi-dimensional reflected BSDEs with diagonally quadratic generators
arXiv:2111.07245
Abstract
In this paper, we study multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators. Using the comparison theorem for diagonally quadratic BSDEs which is established recently in [14], we obtain the existence and uniqueness of a solution by a penalization method. Moreover, we provide a comparison theorem.