This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.
"Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions." J. Appl. Math. 2013 (SI26) 1 - 7, 2013. https://doi.org/10.1155/2013/729636