Reflected backward stochastic differential equations and applications to the reversible investment problem and partial differential equations.

Summary The purpose of this thesis is to study the existence and uniqueness of solutions of reflected backward stochastic differential equations and then to link this notion to problems such as the reversible investment or stop-and-go problem, the stochastic differential zero-sum game (mixed type or Dynkin type), or the probabilistic interpretation of weak solutions of partial differential equations in the viscosity sense or in the Sobolev sense in the different settings