Yayınlanmış 1 Ocak 2012 | Sürüm v1
Dergi makalesi Açık

Reflected Generalized Backward Doubly SDEs Driven by Levy Processes and Applications

Oluşturanlar

Açıklama

In this paper, we study reflected generalized backward doubly stochastic differential equations driven by Teugels martingales associated with L,vy process (RGBDSDELs in short) with one continuous barrier. Under uniformly Lipschitz coefficients, we prove an existence and uniqueness result by means of the penalization method and the fixed-point theorem. As an application, this study allows us to give a probabilistic representation for the solutions to a class of reflected stochastic partial differential integral equations (SPDIEs in short) with a nonlinear Neumann boundary condition.

Dosyalar

bib-485d55dd-c212-48b8-8e11-39a57bfc1cf5.txt

Dosyalar (156 Bytes)

Ad Boyut Hepisini indir
md5:848312ed279866260ca813b646f02a2e
156 Bytes Ön İzleme İndir