L~p Solution Of Multi-dimensional BSDEs With Oblique Reflection

This paper studies the existence and uniqueness of a solution to a system of multi-dimensional backward stochastic differential equations (BSDEs) with oblique reflection where the generator and the terminal are assumed to be Lp-ntegrable with p∈(1,2). The existence is obtained by the Picard iteration method, a comparison theorem and a monotonic limit theorem. The uniqueness is obtained by the verification method.