Reflected solutions of backward stochastic differential equations with continuous coefficient

Review text

It is proved that a solution \((Y_t, Z_t, K_t)\) exists for the reflected backward stochastic equation \[ Y_t= \xi+ \int^T_t f(s,\omega,Y_s,Z_s) ds+K_T -K_t-\int^T_t Z_sdB_s, \quad 0 \leq t\leq T, \] where \(B_t\) is a \(d\)-dimensional standard Brownian motion.

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