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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)
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