Abstract
In this paper, we study reflected generalized backward doubly stochastic differential equations driven by Teugels martingales associated with Lévy process (RGBDSDELs in short) with one continuous barrier. Under uniformly Lipschitz coefficients, we prove an existence and uniqueness result by means of the penalization method and the fixed-point theorem. As an application, this study allows us to give a probabilistic representation for the solutions to a class of reflected stochastic partial differential integral equations (SPDIEs in short) with a nonlinear Neumann boundary condition.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have