Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions

• 作 者: Jean-Marc Owo
• 机 构: UFRdeMath&,eacute,matiquesetInformatique,F&,eacute,lixH.Boigny,ted’Ivoire
• 出 处: 应用数学(英文)
• 发表日期: 2015年14期
• 关键词: Backward Doubly Stochastic Differential Equations Lévy PROCESSES Teugels MA

A new class of reflected backward stochastic differential equations (RBSDEs) driven by Teugels martingales associated with Lévy process and Countable Brownian Motions are investigated. Via approximation, the existence and uniqueness of solution to th