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A note on existence and uniqueness for solutions of multidimensional reflected BSDEs

   
@article{ECP1614,
	author = {Jean François Chassagneux and Romuald Elie and Idris Kharroubi},
	title = {A note on existence and uniqueness for solutions of multidimensional reflected BSDEs},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {16},
	year = {2011},
	keywords = {BSDE with oblique reflections; Switching problems},
	abstract = {In this note, we provide an innovative and simple approach for proving the existence of a unique solution for multidimensional reflected BSDEs associated to switching problems. Getting rid of a monotonicity assumption on the driver function, this approach simplifies and extends the recent results of Hu and Tang (2008) or Hamadene and Zhang (2010).},
	pages = {no. 12, 120-128},
	issn = {1083-589X},
	doi = {10.1214/ECP.v16-1614},    
        url = {http://ecp.ejpecp.org/article/view/1614}}