Reflected Generalized Backward Doubly

نویسنده

  • AUGUSTE AMAN
چکیده

In this paper, a class of reflected generalized backward doubly stochastic differential equations (reflected GBDSDEs in short) driven by Teugels martingales associated with Lévy process and the integral with respect to an adapted continuous increasing process is investigated. We obtain the existence and uniqueness of solutions to these equations. A probabilistic interpretation for solutions to a class of reflected stochastic partial differential integral equations (PDIEs in short) with a nonlinear Neumann boundary condition is given. AMS Subject Classification: 60H15; 60H20

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تاریخ انتشار 2009