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Abstract
In this paper, we continue in solving reflected generalized backward stochastic differential equations (RGBSDE for short) on a fixed time interval by use of some new technical aspects of the stochastic calculus related to the reflected generalized BSDE. Here, existence and uniqueness of solution is proved under a non-Lipschitz condition on the coefficients.
Key words.: Reflected generalized backward stochastic differential equations; p-integrable data; non-Lipschitz coefficient
Received: 2008-12-12
Published Online: 2009-10-06
Published in Print: 2009-October
© de Gruyter 2009
