Reflected BSDEs with monotone generator∗
نویسنده
چکیده
We give necessary and sufficient condition for existence and uniqueness of L-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to y and Lipschitz continuous with respect to z, and with data in L, p ≥ 1. We also prove that the solutions may be approximated by the penalization method.
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تاریخ انتشار 2012