Reflected backward stochastic differential equations with resistance

In this article we study a class of reflected backward stochastic differential equations (introduced in El Karoui et al. (3), RBSDE for short) with non-linear resistance by means of Skorohod’s equation. The advantage of this approach lies in its path-wise nature and therefore provides additional information about solutions of RBSDE. As an application of our approach, we will consider reflected backward problems with resistance as well. This class of RBSDEs possess significance in the super-hedging with wealth constraint.