Reflected backward stochastic partial differential equations driven by Teugels martingales
In this paper, we study a class of multi-dimensional reflected backward stochastic partial differential equations (RBSPDEs) driven by the Teugels martingales related to a Lévy process. The solutions to these equations are constrained to take values within a bounded convex domain in ${\mathbb{R}}^{d}$ . By employing the penalization method, we establish the existence and uniqueness of solutions. Finally, two illustrative examples demonstrate the applicability of the established theory.
Authors
- Hongchao Qian (ORCID: https://orcid.org/0009-0003-5203-4632)
Institutions
- Changsha Normal University (CN)
Publication Details
- Journal
- Boundary Value Problems
- Published
- 2025-07-24
- DOI
- https://doi.org/10.1186/s13661-025-02091-x
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00