Klimsiak, Tomasz; Rozkosz, Andrzej; Słomiński, Leszek - In: Stochastic Processes and their Applications 125 (2015) 2, pp. 571-596
We prove the existence and uniqueness of solutions of reflected backward stochastic differential equations in time-dependent adapted and càdlàg convex regions D={Dt;t∈[0,T]}. We also show that the solution may be approximated by solutions of backward equations with reflection in...