Journal of Applied Mathematics and Stochastic Analysis 
Volume 16 (2003), Issue 4, Pages 295-309
doi:10.1155/S1048953303000248

Backward stochastic differential equations with oblique reflection and local Lipschitz drift

Auguste Aman and Modeste N'Zi

 URF de Mathématiques et Informatique, 22 BP 582, Abidjan 22, Cote D'Ivoire
Received 1 January 2003; Revised 1 September 2003

Abstract

We consider reflected backward stochastic differential equations with time and space dependent coefficients in an orthant, and with oblique reflection. Existence and uniqueness of solution are established assuming local Lipschitz continuity of the drift, Lipschitz continuity and uniform spectral radius conditions on the reflection matrix.