Reflected BSDEs with monotone generator

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Abstract: We give necessary and sufficient condition for existence and uniqueness of mathbbLp-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to y and Lipschitz continuous with respect to z, and with data in mathbbLp, pge1. We also prove that the solutions may be approximated by the penalization method.


Well-posedness of \(L^p\) solutions to a backward stochastic differential equation with a continuous barrier is established under certain regularity and monotonicity conditions on the coefficients. The proof uses a priori estimates and comparison arguments. An approximation result is also established.




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