On solutions to backward stochastic partial differential equations for Lévy processes

In this paper, we prove the existence and uniqueness of the solution for a class of backward stochastic partial differential equations (BSPDEs, for short) driven by the Teugels martingales associated with a Lévy process satisfying some moment conditions and by an independent Brownian motion. An example is given to illustrate the theory.

► We prove the existence and uniqueness of the solution for a class of BSPDES for Lévy processes.
► The result is established by the Galerkin approximation.
► An example is provided to illustrate the obtained results.