Averaging principle for RBDSDEs with Poisson jumps

Abstract This paper is devoted to presenting an averaging principle for reflected backward doubly stochastic differential equations with jumps (RBDSDEP in short), in which the obstacle process is right continuous with left limits. Under suitable Lipschitz conditions, it is shown that the solutions of RBDSDEP can be approximated by solutions to averaged stochastic systems in the mean-square sense and probability.