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Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions

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DOI: 10.4236/am.2015.614197    2,984 Downloads   3,262 Views  
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ABSTRACT

A new class of reflected backward stochastic differential equations (RBSDEs) driven by Teugels martingales associated with Lévy process and Countable Brownian Motions are investigated. Via approximation, the existence and uniqueness of solution to this kind of RBSDEs are obtained.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Owo, J. (2015) Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions. Applied Mathematics, 6, 2240-2247. doi: 10.4236/am.2015.614197.

References

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