Infinite horizon doubly reflected generalized BSDEs in a general filtration under stochastic conditions

In this paper, we explore a significant class of double reflected generalized backward stochastic differential equations in a general filtration framework that supports a Brownian motion and an independent integer-valued random measure. Specifically, when the barriers are right-continuous, left-limited, and completely separated, and that the generators satisfy stochastic conditions, we establish both the existence and uniqueness of a solutions when the time horizon is infinite.