L^(p)Solution of Reflected BSDEs with One Continuous Barrier and Quasi-linear Growth Generators  

作　　者：Sheng-jun FAN 

机构地区：[1]School of Mathematics,China University of Mining and Technology,Xuzhou 221116,China

出　　处：《Acta Mathematicae Applicatae Sinica》2024年第4期943-953,共11页应用数学学报（英文版）

基　　金：supported by National Natural Science Foundation of China(No.12171471)。

摘　　要：This paper is devoted to solving a reflected backward stochastic differential equation(BSDE in short)with one continuous barrier and a quasi-linear growth generator g,which has a linear growth in(y,z),except the upper direction in case of y<0,and is more general than the usual linear growth generator.By showing the convergence of a penalization scheme we prove existence and comparison theorem of the minimal L^(p)(p>1)solutions for the reflected BSDEs.We also prove that the minimal Lpsolution can be approximated by a sequence of Lpsolutions of certain reflected BSDEs with Lipschitz generators.

关 键 词：Reflected BSDEs Quasi-linear growth L^(p)solution EXISTENCE Comparison theorem 

分 类 号：O211.63[理学—概率论与数理统计]