Pertubative method for quadratic reflected backward stochastic differential equations

In this talk, I will present reflected backward stochastic differential equations (reflected BSDEs) and their connection with the pricing of American options. Then I will present a simple perturbative method for studying them. Under the appropriate assumptions on the coefficient, the terminal condition and the lower obstacle, similar to those used by Kobylankski, this method allows to prove the existence of a solution. I will also provide the usual comparison theorem and a new proof for a refined comparison theorem, specific to RBSDEs.