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Lp solutions of reflected BSDEs under monotonicity condition
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References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1990Adapted solution of a backward stochastic differential equation2,676 cited
  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
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  • 1999Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type347 cited
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  • 2011Lp-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

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  • 2020Second order backward SDE with random terminal time27 cited