Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions

Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions

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...

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Bibliographic Details
Main Authors: Mohamed Marzougue, Yaya Sagna
Format: Article
Language:English
Published: VTeX 2020-06-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Reflected backward doubly stochastic differential equations
irregular barrier
Mertens decomposition
stochastic Lipschitz condition
stochastic linear growth condition
Online Access:https://www.vmsta.org/doi/10.15559/20-VMSTA155

Internet

https://www.vmsta.org/doi/10.15559/20-VMSTA155

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