@article{EJP1759,
author = {Tomasz Klimsiak},
title = {Reflected BSDEs with monotone generator},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {17},
year = {2012},
keywords = {Reflected backward stochastic differential equation; monotone generator; Lp-solutions},
abstract = {We give necessary and sufficient condition for existence and uniqueness of $\mathbb{L}^{p}$-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to $y$ and Lipschitz continuous with respect to $z$, and with data in $\mathbb{L}^{p}$, $p\ge 1$. We also prove that the solutions maybe approximated by the penalization method.},
pages = {no. 107, 1-25},
issn = {1083-6489},
doi = {10.1214/EJP.v17-1759},
url = {http://ejp.ejpecp.org/article/view/1759}}