• Title of article

    solutions of reflected BSDEs under monotonicity condition

  • Author/Authors

    Andrzej Rozkosz، نويسنده , , Andrzej and S?omi?ski، نويسنده , , Leszek، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2012
  • Pages
    26
  • From page
    3875
  • To page
    3900
  • Abstract
    We prove existence and uniqueness of L p solutions, p ∈ [ 1 , 2 ] , of reflected backward stochastic differential equations with p -integrable data and generators satisfying the monotonicity condition. We also show that the solution may be approximated by the penalization method. Our results are new even in the classical case p = 2 .
  • Keywords
    Reflected backward stochastic differential equations , Monotonicity condition , p -integrable data
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2012
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578743