Papers
Topics
Authors
Recent
Search
2000 character limit reached

Reflected backward stochastic differentialequation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Levy infinite

Published 6 Sep 2018 in math.PR | (1809.02507v1)

Abstract: We consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) with one obstacle via the solution of reflected backward stochastic differential equations(RBSDE in short) with jumps. We show existence and uniqueness of a continuous viscosity solution of equation with non local terms, in case the generator is not monotonous and Levy's measure is infinite.

Authors (1)

Summary

No one has generated a summary of this paper yet.

Paper to Video (Beta)

No one has generated a video about this paper yet.

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Collections

Sign up for free to add this paper to one or more collections.