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BMO 1 Continuous-martingale setting 1 Perturbations 1 Quadratic growth 1 Reflected BSDEs 1
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Lionnet, Arnaud 1
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Stochastic Processes and their Applications 1
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Some results on general quadratic reflected BSDEs driven by a continuous martingale
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...
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