Related L~P Solution Problems Of Two Barriers Reflected BSDE With Linear Growth Generators

In1990, E.Pardoux and S.Peng firstly studied a certain class of backward stochastic differential equations (BSDEs in short) in paper[l], E.Pardoux and S.Peng prove a result:if coefficient is Lipschitz, the adapt solution of non-linear BSDE is exist and unique. Since then many scholars began to pay attention to the extension and application of BSDE.Which can be widely applied to many aspects of the social and be used to resolve issues relating to computer science, finance, economics and engineering,which are important fields that make aca-demic interest.Backward stochastic differential equation was so widely applied,people began to explore the existence and uniqueness of solution under weaker conditions. In the end they gained a series of achievements.This paper mainly devotes to the comparison theorem of LP(1<p<2) solutions for continuous separate barriers reflected backward stochastic differential equations (RBSDEs), whose generator is continuous and of Lipschitz. Furthermore, devotes to the existence of minimum and maximum Lp solutions for the reflected backward s-tochastic differential equations (RBSDEs), whose generator is continuous and of linear-growth.