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- W3089104734 abstract "We are interested in this paper on reflected anticipated backward doubly stochastic differential equations (RABDSDEs) driven by teugels martingales associated with Levy process. We obtain the existence and uniqueness of solutions to these equations by means of the fixed-point theorem where the coefficients of these BDSDEs depend on the future and present value of the solution $left( Y,Zright)$. We also show the comparison theorem for a special class of RABDSDEs under some slight stronger conditions. The novelty of our result lies in the fact that we allow the time interval to be infinite." @default.
- W3089104734 created "2020-10-01" @default.
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- W3089104734 date "2020-01-01" @default.
- W3089104734 modified "2023-09-25" @default.
- W3089104734 title "Anticipated backward doubly stochastic differential equations driven by teugels martingales with or without reflecting barrier" @default.
- W3089104734 doi "https://doi.org/10.31029/demr.13.1" @default.
- W3089104734 hasPublicationYear "2020" @default.
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