On RBSDELs with time-delayed generators and RCLL obstacle
数学
障碍物
纯数学
历史
考古
作者
Mohamed El Jamali
出处
期刊:Random Operators and Stochastic Equations [De Gruyter] 日期:2025-03-28
标识
DOI:10.1515/rose-2025-2015
摘要
Abstract This paper delves into an in-depth analysis of the solution to a Reflected Backward Stochastic Differential Equation driven by a homogeneous Lévy process (RBSDEL in short) and characterized by a time-delayed generator, along with a lower obstacle Right Continuous Left-hand Limited (RCLL in short). Within our study, we present an a priori estimate and establish the existence and uniqueness of this solution using article [M. El Jamali and M. El Otmani, BSDE with rcll reflecting barrier driven by a Lévy process, Random Oper. Stoch. Equ. 28 2020, 1, 63–77] and the fixed-point theorem.