【摘要】 本文给出了由Levy过程驱动的反射型倒向随机微分方程解的存在唯一性,其中反射壁是右连左极且跳跃是任意的.为了证明上述结论,我们建立了由Levy过程驱动的倒向随机微分方程的单调极限定理.更多还原

【Abstract】 In this paper,we prove the existence and uniqueness of solutions for reflected backward stochastic differential equations driven by a Levy process,in which the reflecting barriers are just right continuous with left limits whose jumps are arbitrary.To derive the above results,the monotonic limit theorem of Backward SDE associated with Levy process is established.更多还原