\(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition

DOI10.1016/j.spa.2012.07.006zbMath1266.60108arXiv1205.6737OpenAlexW2020321486MaRDI QIDQ713208

Andrzej Rozkosz, Leszek Slominski

Publication date: 26 October 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.6737

zbMATH Keywords

monotonicity conditionreflected backward stochastic differential equations\(p\)-integrable data

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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