  It is now established that under quite general circumstances, including in
models with jumps, the existence of a solution to a reflected BSDE is
guaranteed under mild conditions, whereas the existence of a solution to a
doubly reflected BSDE is essentially equivalent to the so-called Mokobodski
condition. As for uniqueness of solutions, this holds under mild integrability
conditions. However, for practical purposes, existence and uniqueness are not
enough. In order to further develop these results in Markovian set-ups, one
also needs a (simply or doubly) reflected BSDE to be well posed, in the sense
that the solution satisfies suitable bound and error estimates, and one further
needs a suitable comparison theorem. In this paper, we derive such estimates
and comparison results. In the last section, applicability of the results is
illustrated with a pricing problem in finance.

Probability