Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions
Open Access
- 10 June 2020
- journal article
- research article
- Published by VTeX in Modern Stochastics: Theory and Applications
- Vol. 7 (2), 157-190
- https://doi.org/10.15559/20-vmsta155
Abstract
Publisher: VTeX - Solutions for Science Publishing, Journal: Modern Stochastics - Theory and Applications, Title: Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions, Authors: Mohamed Marzougue, Yaya Sagna , In this paper, a solution is given to reflected backward doubly stochastic differential equations when the barrier is not necessarily right-continuous, and the noise is driven by two independent Brownian motions and an independent Poisson random measure. The existence and uniqueness of the solution is shown, firstly when the coefficients are stochastic Lipschitz, and secondly by weakening the conditions on the stochastic growth coefficient.Keywords
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