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.
Authors
- Mohamed El Jamali (ORCID: https://orcid.org/0000-0002-1571-2903)
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