Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4630061 | Applied Mathematics and Computation | 2012 | 5 Pages |
Abstract
In this note, we prove the existence and uniqueness of a solution for reflected backward doubly stochastic differential equations (RBDSDEs) driven by Teugels martingales associated with a Lévy process under stochastic Lipschitz condition, in which the obstacle process is right continuous with left limits (càdlàg).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Lanying Hu,