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Some results on general quadratic reflected BSDEs driven by a continuous martingale
2014
Stochastic Processes and their Applications
We study the well-posedness of general reflected BSDEs driven by a continuous martingale, when the coefficient f of the driver has at most quadratic growth in the control variable Z , with a bounded terminal condition and a lower obstacle which is bounded above. We obtain the basic results in this setting: comparison and uniqueness, existence, stability. For the comparison theorem and the special comparison theorem for reflected BSDEs (which allows one to compare the increasing processes of two
doi:10.1016/j.spa.2013.11.001
fatcat:ur5mj47wkbbg5dosdxoidh3qum