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Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions
UFR de Mathématiques et Informatique, Université Félix H. Boigny, Abidjan, Côte d’Ivoire
- 1 UFR de Mathématiques et Informatique, Université Félix H. Boigny, Abidjan, Côte d’Ivoire
Applied Mathematics·Volume 06 (2015)·Pages 2240–2247·Published 21 December 2015·DOI10.4236/am.2015.614197
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Abstract
A new class of reflected backward stochastic differential equations (RBSDEs) driven by Teugels martingales associated with Lévy process and Countable Brownian Motions are investigated. Via approximation, the existence and uniqueness of solution to this kind of RBSDEs are obtained.
KeywordsBackward Doubly Stochastic Differential EquationsL&eacutevy ProcessesTeugels MartingalesCountable Brownian Motions
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