Reflected backward SDEs with two barriers under monotonicity and general increasing conditions

TL;DR

This paper establishes the existence and uniqueness of reflected backward stochastic differential equations with two barriers under monotonicity and increasing conditions, broadening the theoretical understanding of such stochastic processes.

Contribution

It provides new existence and uniqueness results for reflected BSDEs with two barriers under more general conditions than previously studied.

Findings

Proved existence of solutions under monotonicity and increasing conditions.

Established uniqueness of solutions with Lipschitz condition on z.

Extended theoretical framework for reflected BSDEs with two barriers.

Abstract

In this paper, we prove the existence and uniqueness result of the reflected BSDE with two continuous barriers under monotonicity and general increasing condition on $y$, with Lipschitz condition on $z$.