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

Imade Fakhouri, 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 L2-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.