L$^{p}$-solution of reflected generalized BSDEs with non-Lipschitz coefficients

Details L$^{p}$-solution of reflected generalized BSDEs with non-Lipschitz coefficients L$^{p}$-solution of reflected generalized BSDEs with non-Lipschitz coefficients

2009-07-12

arxiv.org/abs/0907.2032v1

Mathematics

Probability

20 page; submitted to Random operator and stochastic equations

Scientific paper

In this paper, we continue in solving reflected generalized backward
stochastic differential equations (RGBSDE for short) and fixed terminal time
with use some new technical aspects of the stochastic calculus related to the
reflected generalized BSDE. Here, existence and uniqueness of solution is
proved under a non-Lipschitz condition on the coefficients.

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