We consider reflected backward stochastic differential equations with two general optional barriers. The solutions to these equations have the so-called regulated trajectories, i.e. trajectories with left and right finite limits. We prove the existence and uniqueness of ${\mathbb{L}}^p$ solutions, $p\ge 1$, and show that the solutions may be approximated by a modified penalization method.

中文翻译：

---

具有两个可选势垒的反射向后随机微分方程

我们考虑具有两个一般可选壁垒的反射倒向随机微分方程。这些方程的解具有所谓的调节轨迹，即具有左右有限极限的轨迹。我们证明了存在性和唯一性${\mathbb{大号}}^p$ 解决方案 $p\ge \mathrm{1个}$，并表明可以通过改进的惩罚方法来近似求解。