On RBSDELs with time-delayed generators and RCLL obstacle
Abstract This paper delves into an in-depth analysis of the solution to a Reflected Backward Stochastic Differential Equation driven by a homogeneous Lévy process (RBSDEL in short) and characterized by a time-delayed generator, along with a lower obstacle Right Continuous Left-hand Limited (RCLL in short). Within our study, we present an a priori estimate and establish the existence and uniqueness of this solution using article [M. El Jamali and M. El Otmani, BSDE with rcll reflecting barrier driven by a Lévy process, Random Oper. Stoch. Equ. 28 2020, 1, 63–77] and the fixed-point theorem.
Authors
- Mohamed El Jamali (ORCID: https://orcid.org/0000-0002-1571-2903)
Publication Details
- Journal
- Random Operators and Stochastic Equations
- Published
- 2025-03-27
- DOI
- https://doi.org/10.1515/rose-2025-2015
- Primary Topic
- Power Line Communications and Noise
- Type
- article
- Field-Weighted Citation Impact
- 0.00