Existence, uniqueness and approximation for LpL^p solutions of reflected BSDEs under weaker assumptions

preprint2015arXivOpen access

Abstract

We put forward and prove several existence and uniqueness results for Lp (p>1)L^p\ (p>1) solutions of reflected BSDEs with continuous barriers and generators satisfying a one-sided Osgood condition together with a general growth condition in yy and a uniform continuity condition or a linear growth condition in zz. A necessary and sufficient condition with respect to the growth of barrier is also explored to ensure the existence of a solution. And, we show that the solutions may be approximated by the penalization method and by some sequences of solutions of reflected BSDEs. Our results improve considerably some known works.

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