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...
| Autores principales: | , |
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| Formato: | Artículo |
| Lenguaje: | English |
| Publicado: |
VTeX
2020-06-01
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| Colección: | Modern Stochastics: Theory and Applications |
| Materias: | |
| Acceso en línea: | https://www.vmsta.org/doi/10.15559/20-VMSTA155 |