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arXiv · 1703.09105

Reflected solutions of Anticipated Backward Doubly SDEs driven by Teugels Martingales

Badreddine Mansouri·Mostapha abd el ouahab Saouli
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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 $\left( Y,Z\right) $. Also we study the existence of a solution for anticipated BDSDEs.

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Badreddine Mansouri, Mostapha abd el ouahab Saouli. 2017-03-27. Reflected solutions of Anticipated Backward Doubly SDEs driven by Teugels Martingales. https://arxiv.org/abs/1703.09105

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