Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions

• 作者: Jean-Marc Owo
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: Backward Doubly Stochastic Differential Equations Lévy PROCESSES Teugels MARTINGALES Countable BROWNIAN MOTIONS
• 年，卷（期）: 2015,（14）
• 页码范围: 2240-2247
• 页数: 8页
• 分类号: O21

摘要

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 this kind of RBSDEs are obtained.