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 $mathbb{L}^{p}$, $pge 1$. We also prove that the solutions maybe approximated by the penalization method.
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机译:我们为存在连续屏障的反射BSDE的$ mathbb {L} ^ {p} $存在和唯一性提供了充要条件和唯一性,相对于$ y $的生成器单调和相对于$ z $的Lipschitz连续,以及并以$ mathbb {L} ^ {p} $,$ p ge 1 $中的数据表示。我们还证明了解可以通过惩罚方法来近似。
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