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- W2020321486 abstract "We prove existence and uniqueness of L^p solutions of reflected backward stochastic differential equations with p-integrable data and generators satisfying the monotonicity condition. We also show that the solution may be approximated by the penalization method. Our results are new even in the classical case p=2." @default.
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- W2020321486 date "2012-12-01" @default.
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- W2020321486 doi "https://doi.org/10.1016/j.spa.2012.07.006" @default.
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