Existence, Uniqueness and Approximation for <i>L<sup>p</sup></i> Solutions of Reflected BSDEs with Generators of One-sided Osgood Type

中国科学院数学与系统科学研究院期刊网

Existence, Uniqueness and Approximation for L^p Solutions of Reflected BSDEs with Generators of One-sided Osgood Type

Sheng Jun FAN

Acta Mathematica Sinica . 2017, (6): 807 -838 . DOI: 10.1007/s10114-016-6281-x