General existence results for reflected BSDE and BSDE
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Abstract: In this paper, we are concerned with the problem of existence of solutions for generalized reflected backward stochastic differential equations (GRBSDEs for short) and generalized backward stochastic differential equations (GBSDEs for short) when the generator is continuous with general growth with respect to the variable and stochastic quadratic growth with respect to the variable . We deal with the case of a bounded terminal condition and a bounded barrier as well as the case of unbounded ones. This is done by using the notion of generalized BSDEs with two reflecting barriers studied in cite{EH}. The work is suggested by the interest the results might have in finance, control and game theory.
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Cited in
(18)- Quadratic BSDEs with mean reflection driven by G-brownian motion
- Optimal stopping of marked point processes and reflected backward stochastic differential equations
- Penalization schemes for BSDEs and reflected BSDEs with generalized driver
- Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems
- Quadratic reflected BSDEs with unbounded obstacles
- \(L^p\)-solution of generalized backward stochastic differential equations with barrier
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier
- Some results on general quadratic reflected BSDEs driven by a continuous martingale
- BSDEs with monotone generator and two irregular reflecting barriers
- Existence and uniqueness results for BSDE with jumps: the whole nine yards
- On Z-mean reflected BSDEs
- Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs
- One dimensional BSDEs with logarithmic growth application to PDEs
- Stochastic quadratic BSDE with two RCLL obstacles
- An existence theorem for multidimensional BSDEs with mixed reflections
- Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth
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- Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles
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