BEJ227 10.3150/09-BEJ227 BEJ0712-002 Reflected BSDE with a Constraint and its applications Mingyu xu Department of Financial Mathematics and Control science, School, Fudan University myxu@fudan.edu.cn Shige Peng peng@sdu.edu.cn http://www.e-publications.org/ims/submission/index.php/BEJ/user/submissionFile/2466?confirm=7d362078