Concerning Reflected Backward Doubly SDEs Involving Inhomogeneous Jump Processes

This article focuses on the analysis of Reflected Backward Doubly Stochastic Differential Equations in the presence of inhomogeneous Lévy process noise (abbreviated as RBDSDELs). The first coefficient exhibits non-deterministic Lipschitz properties, while the second coefficient is characterized by Lipschitz condition. Our objective is to establish both the existence and uniqueness of a solution using the principles of Snell envelope theory and the Banach fixed-point theorem.

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Publication Details

Journal
Markov Processes And Related Fields
Published
2025-11-11
DOI
https://doi.org/10.61102/1024-2953-mprf.2025.31.2.001
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
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article

Concerning Reflected Backward Doubly SDEs Involving Inhomogeneous Jump Processes

Mohamed El Jamali
Markov Processes And Related Fields
Stochastic processes and financial applications
article

Concerning Reflected Backward Doubly SDEs Involving Inhomogeneous Jump Processes

Mohamed El Jamali
article en

Abstract

This article focuses on the analysis of Reflected Backward Doubly Stochastic Differential Equations in the presence of inhomogeneous Lévy process noise (abbreviated as RBDSDELs). The first coefficient exhibits non-deterministic Lipschitz properties, while the second coefficient is characterized by Lipschitz condition. Our objective is to establish both the existence and uniqueness of a solution using the principles of Snell envelope theory and the Banach fixed-point theorem.

Markov Processes And Related Fields(2025 №2 (31))
Openalex Percentile: Top 57%
Stochastic processes and financial applications
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Concerning Reflected Backward Doubly SDEs Involving Inhomogeneous Jump Processes — Mohamed El Jamali · Markov Processes And Related Fields (2025) | TGRS Research Map | TGRS