Abstract
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 , the terminal value and obstacle are an -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.
Disclosure statement
No potential conflict of interest was reported by the author(s).