Reflected Discontinuous Backward Doubly Stochastic Differential Equation With Poisson Jumps
Probability
2017-04-25 v1
Abstract
In this paper{\}we prove the existence of a solution for reflected backward doubly stochastic differential equations with poisson jumps (RBDSDEPs) with one continuous barrier where the generator is continuous and also we study the RBDSDEPs with a linear growth condition and left continuity in on the generator. By a comparison theorem established here for this type of equation we provide a minimal or a maximal solution to RBDSDEPs.
Keywords
Cite
@article{arxiv.1704.06927,
title = {Reflected Discontinuous Backward Doubly Stochastic Differential Equation With Poisson Jumps},
author = {Badreddine Mansouri and Mostapha abd elouahab Saouli},
journal= {arXiv preprint arXiv:1704.06927},
year = {2017}
}