Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$
Abstract
Description
In this paper, we study the reflected BSDE with one continuous barrier, under the monotonicity and general increasing condition on $y$ and non Lipschitz condition on $z$. We prove the existence and uniqueness of the solution to these equation by approximation method.
25 pages
25 pages