SeMA Journal

, Volume 76, Issue 1, pp 37–63 | Cite as

\(\mathbb {L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method

  • Imade FakhouriEmail author
  • Youssef Ouknine


In this paper, we study generalized reflected backward stochastic differential equations with a càdlàg barrier, in a general filtration that supports a Brownian motion and an independent Poisson random measure. We give necessary and sufficient conditions for existence and uniqueness of \(\mathbb {L}^2\)-solutions for equations with generators monotone in y. We also prove that the solutions can be approximated via the penalization method. Furthermore, a comparison theorem is provided for such equations.


Reflected backward stochastic differential equation General filtration Jumps Penalization method 

Mathematics Subject Classification

60H10 60H20 


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Copyright information

© Sociedad Española de Matemática Aplicada 2018

Authors and Affiliations

  1. 1.Department of Mathematics, Faculty of Sciences SemlaliaCadi Ayyad UniversityMarrakeshMorocco
  2. 2.The Hassan II Academy of Sciences and TechnologyRabatMorocco

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