L^p solutions of reflected BSDEs under monotonicity condition

TL;DR

This paper establishes existence, uniqueness, and approximation methods for L^p solutions of reflected backward stochastic differential equations under monotonicity, extending classical results to broader conditions.

Contribution

It provides new proofs and results for L^p solutions of reflected BSDEs with monotonic generators, including the classical case p=2.

Findings

Existence and uniqueness of L^p solutions under monotonicity.

Solutions can be approximated by penalization methods.

Results extend classical cases to broader L^p settings.

Abstract

We prove existence and uniqueness of L^p solutions of reflected backward stochastic differential equations with p-integrable data and generators satisfying the monotonicity condition. We also show that the solution may be approximated by the penalization method. Our results are new even in the classical case p=2.