Reflected solutions of Anticipated Backward Doubly SDEs driven by Teugels Martingales

Abstract

We deal with reflected solutions of anticipated backward doubly stochastic differential equations (RABDSDEs) driven by Teugels martingales associated with Lévy 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.