A generalized reflected backward doubly SDEs with stochastic lipschitz coefficients and discontinuous barrier
In this paper, we establish existence and uniqueness results for generalized backward doubly stochastic differential equations (GRBDSDEs) with a right upper semi-continuous and left-limited (r.u.s.c.l.l.) barrier and stochastic Lipschitz coefficients. The analysis is based on Mertens' decomposition, tools from optimal stopping theory, and a Picard iteration scheme. In addition, we prove a comparison theorem and use it to establish the existence of a minimal solution when the coefficients satisfy a stochastic linear growth condition.
Authors
- N. Mrhardy
- L. Basri
- M. El Fatini
- A. Hilbert
- B. Berrhazi
Institutions
- Mohammed V University (MA)
- Linnaeus University (SE)
- Université Ibn-Tofail (MA)
- Université Sultan Moulay Slimane (MA)
Publication Details
- Journal
- Stochastics
- Published
- 2026-07-01
- DOI
- https://doi.org/10.1080/17442508.2026.2696555
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00