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math.PR2017
Reflected backward doubly stochastic differential equations with time delayed generators
Badreddine Mansouri, Imen Salhi, Lazhar Tamer
We consider a class of reflected backward doubly stochastic differential equations with time delayed generator (in short RBDSDE with time delayed generator), in this case generator…
math.PR2017
Reflected solutions of Anticipated Backward Doubly SDEs driven by Teugels Martingales
Badreddine Mansouri, Mostapha abd el ouahab Saouli
We deal with reflected solutions of anticipated backward doubly stochastic differential equations (RABDSDEs) driven by Teugels martingales associated with Lévy process under a Lips…