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Reflected backward stochastic differentialequation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Levy infinite

Published 6 Sep 2018 in math.PR | (1809.02507v1)

Abstract: We consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) with one obstacle via the solution of reflected backward stochastic differential equations(RBSDE in short) with jumps. We show existence and uniqueness of a continuous viscosity solution of equation with non local terms, in case the generator is not monotonous and Levy's measure is infinite.

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