  This paper presents existence and uniqueness results for reflected backward
doubly stochastic differential equations (in short RBDDSEs) in a convex domain
D. Moreover, using a stochastic flow approach a probabilistic interpretation
for a class of reflected SPDE's in a domain is given via such RBDSDEs. The
solution is expressed as a pair (u,{\nu}) where u is a predictable continuous
process which takes values in a Sobolev space and m is a random regular
measure. The bounded variation process K, component of the solution of the
reflected BDSDE, controls the set when u reaches the boundary of D. This
bounded variation process determines the measure m from a particular relation
by using the inverse of the flow associated to the the diffusion operator.
