{
  "id": "1205.6737",
  "version": "v2",
  "published": "2012-05-30T15:58:38.000Z",
  "updated": "2012-10-04T15:41:42.000Z",
  "title": "L^p solutions of reflected BSDEs under monotonicity condition",
  "authors": [
    "Andrzej Rozkosz",
    "Leszek Slominski"
  ],
  "comment": "The article is slightly revised, results unchanged",
  "journal": "Stochastic Proces. Appl. 122 (2012) 3875-3900",
  "doi": "10.1016/j.spa.2012.07.006",
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove existence and uniqueness of L^p solutions 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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2012-10-04T15:41:42.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10"
    ],
    "keywords": [
      "monotonicity condition",
      "reflected bsdes",
      "reflected backward stochastic differential equations",
      "penalization method",
      "p-integrable data"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1205.6737R"
    }
  }
}