Reflected BSDE of Wiener-Poisson type in Time-dependent Domains (1503.03367v1)

Published 11 Mar 2015 in math.PR

Abstract: In this paper we study multi-dimensional reflected backward stochastic differential equations driven by Wiener-Poisson type processes. We prove existence and uniqueness of solutions, with reflection in the inward spatial normal direction, in the setting of certain time-dependent domains.

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