论文标题

在随机Lipschitz和线性生长条件下,不规则的屏障反射的BDSDE具有一般跳跃的BDSDE

Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions

论文作者

Marzougue, Mohamed, Sagna, Yaya

论文摘要

在本文中,当屏障不一定是直接连续时,提供了一种解决方案,以反射向后双随机微分方程,并且噪声是由两个独立的布朗尼运动和一个独立的泊松随机度量驱动的。溶液的存在和独特性显示为首先,当系数为随机Lipschitz时,其次是通过削弱随机生长系数的条件。

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.

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