@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://www.numdam.org/articles/10.1016/j.anihpb.2004.12.002/} }