Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions
arXiv:2006.14819 · doi:10.15559/20-VMSTA155
Abstract
In this paper, a solution is given to reflected backward doubly stochastic differential equations when the barrier is not necessarily right-continuous, and the noise is driven by two independent Brownian motions and an independent Poisson random measure. The existence and uniqueness of the solution is shown, firstly when the coefficients are stochastic Lipschitz, and secondly by weakening the conditions on the stochastic growth coefficient.
Published at https://doi.org/10.15559/20-VMSTA155 in the Modern Stochastics: Theory and Applications (https://vmsta.org/) by VTeX (http://www.vtex.lt/)