Reflected BSDE with a constraint and its applications in an incomplete market

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BSDEs with monotone generator and two irregular reflecting barriers (2013, background): “In [9, 11] the barriers are càdlàg whereas in [28, 29] they are merely mesaurable, square-integrable and satisfy the so-called Mokobodzki condition which roughly speaking says that between barriers there exists a semimartingale having some integrability properties.”