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A reflected backward stochastic differential equation driven by Lévy processes. (Chinese. English summary) Zbl 1249.60153
Summary: We prove existence, uniqueness and stability of solutions to a reflected backward stochastic differential equation driven by Lévy processes with locally Lipschitz coefficients. Furthermore, we prove the regularity of the process $$K$$ in the case when the barrier is regular and the coefficient is Lipschitz.
##### MSC:
 60H30 Applications of stochastic analysis (to PDEs, etc.) 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)