【摘要】 证明了由Lévy过程驱动的反射型倒向随机微分方程在局部Lipschitz系数下的解的存在唯一性,并且研究了解的稳定性质.此外,当系数满足Lipschitz条件以及反射壁正则时,证明了过程K的正则性.更多还原

【Abstract】 We prove the existence,uniqueness and stability of the solutions for reflected backward stochastic differential equation driven by Levy 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.更多还原