## Stochastic variational inequality and reflected BSDE with single $$L^2$$ obstacle.(English)Zbl 1283.60096

Summary: We characterize the solution of a nonlinear reflected backward stochastic differential equations (BSDE) as the unique solution of a stochastic variational inequality (SVI). This approach leads to a priori estimate for the increment of the predictable component of the solution of the reflected BSDE.

### MSC:

 60H30 Applications of stochastic analysis (to PDEs, etc.) 60G46 Martingales and classical analysis 60G48 Generalizations of martingales 60E15 Inequalities; stochastic orderings
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### References:

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