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Given the solution \\(X\\) of the associated forward diffusion equation with diffusion coefficient \\(\\sigma\\) they suppose that the reflecting lower obstacle is of the form \\(h(X)\\). Given a partition \\(\\pi=\\{0=t_0<\\cdots<t_N=T\\}\\) and the Euler scheme \\(X^\\pi\\) of \\(X\\) they consider the approximation scheme   \\(\\overline{Y}_T^\\pi= g(X_T^\\pi)\\), \\(\\overline{Z}^\\pi_{t_i}= (t_{i+1}-t_{i})^{-1}E [\\overline{Y}^\\pi_{t_{i+1}}(W_{t_{i+1}}-W_{t_i}) |{\\mathcal F}_{t_i}^W]\\), \\(\\widetilde{Y}^\\pi_{t_i}=E [\\overline{Y}^\\pi_{t_{i+1}}|{\\mathcal F}_{t_i}^W]+ (t_{i+1}-t_{i})f(X^\\pi_{t_i},\\widetilde{Y}^\\pi_{t_i},\\overline{Z}^\\pi_{t_i}),\\) \\(\\overline{Y}^\\pi_{t_{i}}=\\widetilde{Y}^\\pi_{t_i}\\vee h(X^\\pi_{t_i}),\\) \\(i\\leq N-1\\).  In the case of BSDEs without reflection such approximations were studied by \\textit{B. Bouchard} and \\textit{N. Touzi} [Stochastic Processes Appl. 111, No. 2, 175--206 (2004; Zbl 1071.60059)], \\textit{J. Zhang} [Ann. Appl. Probab. 14, No.~1, 459--488 (2004; Zbl 1056.60067)], and for BSDEs with jumps by \\textit{B. Bouchard} and \\textit{R. Elie} [Stochastic Processes Appl. 118, No. 1, 53--75 (2008; Zbl 1136.60048)] and \\textit{J.-L.  Lemor, E. Gobet} and \\textit{X. Warin} [Bernoulli 12, No. 5, 889--916 (2006; Zbl 1136.60351)]. In all these cases it has turned out that the error of the approximation is controlled by \\(|\\pi|^{1/2}+E [\\int_0^T| Z_t-\\overline{Z}_t|^2\\,dt]^{1/2}\\) where \\(\\overline{Z}_t=(t_{i+1}-t_{i})^{-1}E [\\int_{t_i}^{t_{i+1}}Z_s\\,ds|{\\mathcal F}_{t_i}^W]\\), \\(t\\in[t_i,t_{i+1})\\).  \\textit{J. Zhang} [Some fine properties of backward stochastic differential equations. Ph. D. Thesis, Purdue University, (2001)] showed that the term of the error is bounded by \\(C|\\pi|^{1/2}\\). In the case with reflection the estimate of this term becomes more difficult, except the case of \\(f\\) independent of \\(Z\\) [\\textit{V. Bally} et al., Bernoulli 9, No. 6, 1003--1049 (2003; Zbl 1042.60021); Bouchard and Touzi, loc. cit.]. The case of \\(f\\) depending on \\(Z\\) was studied by \\textit{J. Ma} and \\textit{J. Zhang} [Stochastic Processes Appl. 115, No.~4, 539--569 (2005; Zbl 1076.60049)] and the estimate \\(C|\\pi|^{1/4}\\) was obtained under smoothness assumptions on the coefficients and a strict ellipticity assumption on \\(\\sigma\\). The authors of the present paper improve this latter work considerably by removing the ellipticity assumption on 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