A note on existence and uniqueness for solutions of multidimensional reflected BSDES

Abstract

In this note, we provide an innovative and simple approach for proving the existence of a unique solution for multidimensional reflected BSDEs associated to switching problems. Getting rid of a monotonicity assumption on the driver function, this approach simplifies and extends the recent results of Hu and Tang [4] or Hamadene and Zhang [3]. © 2011 Association for Symbolic Logic.