We prove several existence and uniqueness results for Lp (p 〉 1) solutions of reflected BSDEs with continuous barriers and generators satisfying a one-sided Osgood condition together with a general growth condition in y and a uniform continuity condition or a linear growth condition in z. A necessary and sufficient condition with respect to the growth of barrier is also explored to ensure the existence of a solution. And, we show that the solutions may be approximated by the penalization method and by some sequences of solutions of reflected BSDEs. These results are obtained due to the development of those existing ideas and methods together with the application of new ideas and techniques, and they unify and improve some known works.
In this paper, we establish the existence of the minimal Lp (p 〉 1) solution of backward stochastic differential equations (BSDEs) where the time horizon may be finite or infinite and the generators have a non-uniformly linear growth with respect to t. The main idea is to construct a sequence of solutions {(Yn, Zn)} which is a Cauchy sequence in Sp × Mp space, and finally we prove {(Yn, Zn)} converges to the Lp (p 〉 1) solution of BSDEs.