| Título: | Reflected BSDEs with monotone generator |
| Autores: | Klimsiak, Tomasz; Nicolaus Copernicus University in Torun |
| Fecha: | 2012-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
Reflected backward stochastic differential equation; monotone generator; Lp-solutions 60H20; 60F25 |
| Descripción: | We give necessary and sufficient condition for existence and uniqueness of $\mathbb{L}^{p}$-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to $y$ and Lipschitz continuous with respect to $z$, and with data in $\mathbb{L}^{p}$, $p\ge 1$. We also prove that the solutions maybe approximated by the penalization method. |
| Idioma: | Inglés |
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