Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems

@article{Asri2022ReflectedBW,
  title={Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems},
  author={Brahim El Asri and Khalid Oufdil},
  journal={Stochastics},
  year={2022}
}
In this article we study the existence and the uniqueness of a solution for reflected backward stochastic differential equations in the case when the generator is logarithmic growth in the z-variable (|z| √ | ln(|z|)|), the terminal value and obstacle are an L-integrable, for a suitable p > 2. To construct the solution we use localization method. We also apply these results to get the existence of an optimal control strategy for the mixed stochastic control problem in finite horizon. AMS 2000… 

One dimensional reflected BSDEs with two barriers under logarithmic growth and applications

In this paper we deal with the problem of the existence and the uniqueness of a solution for one dimensional reflected backward stochastic differential equations with two strictly separated barriers

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