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.

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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
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article

On RBSDELs with time-delayed generators and RCLL obstacle

Mohamed El Jamali
Random Operators and Stochastic Equations
Power Line Communications and Noise
article

On RBSDELs with time-delayed generators and RCLL obstacle

Mohamed El Jamali
article en

Abstract

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.

Random Operators and Stochastic EquationsVol. 33(3)
Openalex Percentile: Top 95%
Power Line Communications and Noise
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On RBSDELs with time-delayed generators and RCLL obstacle — Mohamed El Jamali · Random Operators and Stochastic Equations (2025) | TGRS Research Map | TGRS