| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4668872 | Bulletin des Sciences Mathématiques | 2013 | 54 Pages |
Abstract
We consider BSDEs with two reflecting irregular barriers. We give necessary and sufficient conditions for existence and uniqueness of Lp solutions for equations with generators monotone with respect to y and Lipschitz continuous with respect to z, and with data in Lp spaces for p⩾1. We also prove that the solutions can be approximated via penalization method.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
