Lionnet, Arnaud - In: Stochastic Processes and their Applications 124 (2014) 3, pp. 1275-1302
We study the well-posedness of general reflected BSDEs driven by a continuous martingale, when the coefficient f of the driver has at most quadratic growth in the control variable Z, with a bounded terminal condition and a lower obstacle which is bounded above. We obtain the basic results in...