Reflected Backward Stochastic Differential Equations Driven by a Levy Process
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Graphical Abstract
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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.
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