Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier

By J. Lepeltier, M. Xu. 2005

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Dual Formulation of Second Order Target Problems (2010, background): “By Lepeltier and Xu [13], the above RBSDE has a unique solution and ̄̄ Y P is càdlàg.”
Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications (2011, background): “L and U can be càdlàg or even L2-processes and g admits a quadratic growth condition, see e.g. Hamadene (2002), Lepeltier and Xu (2005), Peng and Xu (2005) and many other related results.”
REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (2008, background): “Since then, there have been many papers on this topic; see, for example, Matoussi [15], Hamadène [9, 13], Lepeltier and Xu [14] and Ren et al.”