Reflected generalized BDSDEs driven by non-homogeneous Lévy processes and obstacle problems for stochastic integro-PDEs with nonlinear Neumann boundary conditions

Badr Elmansouri, Mohammed Elhachemy, Mohamed Marzougue +1

We consider reflected generalized backward doubly stochastic differential equations driven by a non-homogeneous Lévy process. Under stochastic conditions on the coefficients, we p…