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Reflected Discontinuous Backward Doubly Stochastic Differential Equation With Poisson Jumps

Published 23 Apr 2017 in math.PR | (1704.06927v1)

Abstract: In this paper{}we prove the existence of a solution for reflected backward doubly stochastic differential equations with poisson jumps (RBDSDEPs) with one continuous barrier where the generator is continuous and also we study the RBDSDEPs with a linear growth condition and left continuity in $y$ on the generator. By a comparison theorem established here for this type of equation we provide a minimal or a maximal solution to RBDSDEPs.

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