\(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition (Q713208)
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| Language | Label | Description | Also known as |
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| English | \(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition |
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\(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition (English)
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26 October 2012
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The authors prove the existence and uniqueness of \(L^p\), \(p\in[1,2]\), solutions to reflected backward stochastic differential equations, assuming that the data are \(p\)-integrable and that the generators satisfy the monotonicity condition. It is further shown that the penalization method may be used to approximate the solution.
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reflected backward stochastic differential equations
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monotonicity condition
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\(p\)-integrable data
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