Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$

Details Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$ Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$

2006-11-28

arxiv.org/abs/math/0611870v1

Mathematics

Probability

25 pages

Scientific paper

In this paper, we study the reflected BSDE with one continuous barrier, under
the monotonicity and general increasing condition on $y$ and non Lipschitz
condition on $z$. We prove the existence and uniqueness of the solution to
these equation by approximation method.

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