Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient
Khaled Bahlali, El Hassan Essaky, Youssef Ouknine · Stochastic Analysis and Applications · 2004
We study the existence and uniqueness of Reflected Backward Stochastic Differential Equation (RBSDE for short) with both monotone and locally monotone coefficient and squared integrable terminal data. This is done with a polynomial growth condition on the coefficient. An application to the homogenization of multivalued Partial Differential Equations (PDEs for short) is given.