Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$

Mingyu Xu

paper

Reflected BSDE with monotonicity and general increasing in $y$ , and non-Lipschitz conditions in $z$

arXiv:math/0611870

Abstract

In this paper, we study the reflected BSDE with one continuous barrier, under the monotonicity and general increasing condition on $y$ and non Lipschitz condition on $z$ . We prove the existence and uniqueness of the solution to these equation by approximation method.

25 pages

Reflected BSDE with monotonicity and general increasing in y, and non-Lipschitz conditions in z

Abstract

Reflected BSDE with monotonicity and general increasing in $y$ , and non-Lipschitz conditions in $z$