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Reflected backward stochastic differential equations driven by Lévy processes. (English) Zbl 1128.60048
Summary: We deal with reflected backward stochastic differential equations driven by Teugels martingales associated with Lévy process satisfying some moment condition and an independent Brownian motion. We derive the existence and uniqueness of solutions for these equations under Lipschitz condition on the coefficient via Snell envelope and the fixed point theorem.

MSC:
60H10Stochastic ordinary differential equations
60H30Applications of stochastic analysis