L^(p)Solution of Reflected BSDEs with One Continuous Barrier and Quasi-linear Growth Generators

This paper is devoted to solving a reflected backward stochastic differential equation(BSDE in short)with one continuous barrier and a quasi-linear growth generator g,which has a linear growth in(y,z),except the upper direction in case of y<0,and is more general than the usual linear growth generator.By showing the convergence of a penalization scheme we prove existence and comparison theorem of the minimal L^(p)(p>1)solutions for the reflected BSDEs.We also prove that the minimal Lpsolution can be approximated by a sequence of Lpsolutions of certain reflected BSDEs with Lipschitz generators.