Reflected solutions of Anticipated Backward Doubly SDEs driven by Teugels Martingales
Probability
2017-03-28 v1
Abstract
We deal with reflected solutions of anticipated backward doubly stochastic differential equations (RABDSDEs) driven by Teugels martingales associated with L\'evy process under a Lipschitz generator where the coefficients of these BDSDEs depend on the future and present value of the solution . Also we study the existence of a solution for anticipated BDSDEs.
Keywords
Cite
@article{arxiv.1703.09105,
title = {Reflected solutions of Anticipated Backward Doubly SDEs driven by Teugels Martingales},
author = {Badreddine Mansouri and Mostapha abd el ouahab Saouli},
journal= {arXiv preprint arXiv:1703.09105},
year = {2017}
}