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Reflected BSDEs with monotone generator

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Reflected BSDEs with monotone generator
2.	Creator	Author's name, affiliation, country	Tomasz Klimsiak; Nicolaus Copernicus University in Torun; Poland
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Reflected backward stochastic differential equation; monotone generator; Lp-solutions
3.	Subject	Subject classification	60H20; 60F25
4.	Description	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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	Polish Ministry of Science and Higher Education Grant N N201 372 436.
7.	Date	(YYYY-MM-DD)	2012-12-23
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	Untitled
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/1759
10.	Identifier	Digital Object Identifier	10.1214/EJP.v17-1759
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 17
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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