%0 Journal Article
%T L^p solutions of reflected BSDEs under monotonicity condition
%A Andrzej Rozkosz
%A Leszek Slominski
%J Mathematics
%D 2012
%I arXiv
%R 10.1016/j.spa.2012.07.006
%X We prove existence and uniqueness of L^p solutions of reflected backward stochastic differential equations with p-integrable data and generators satisfying the monotonicity condition. We also show that the solution may be approximated by the penalization method. Our results are new even in the classical case p=2.
%U http://arxiv.org/abs/1205.6737v2