{
  "id": "1810.03404",
  "version": "v1",
  "published": "2018-10-08T12:30:57.000Z",
  "updated": "2018-10-08T12:30:57.000Z",
  "title": "Reflected BSDEs with monotone generator",
  "authors": [
    "Tomasz Klimsiak"
  ],
  "journal": "Electron. J. Probab. 17 (2012) 1-25",
  "categories": [
    "math.PR"
  ],
  "abstract": "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 may be approximated by the penalization method.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-10-08T12:30:57.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "reflected bsdes",
      "monotone generator",
      "sufficient condition",
      "generator monotone",
      "penalization method"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}