The smallest g-supermartingale and reflected BSDE with single and double L 2 obstacles
Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 605-630. 
@article{AIHPB_2005__41_3_605_0,
     author = {Peng, Shige and Xu, Mingyu},
     title = {The smallest $g$-supermartingale and reflected {BSDE} with single and double ${L}^{2}$ obstacles},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {605--630},
     publisher = {Elsevier},
     volume = {41},
     number = {3},
     year = {2005},
     doi = {10.1016/j.anihpb.2004.12.002},
     zbl = {1071.60049},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1016/j.anihpb.2004.12.002/}
}
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Peng, Shige; Xu, Mingyu. The smallest $g$-supermartingale and reflected BSDE with single and double ${L}^{2}$ obstacles. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 605-630. doi : 10.1016/j.anihpb.2004.12.002. http://archive.numdam.org/articles/10.1016/j.anihpb.2004.12.002/

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