Reflected Backward Stochastic Differential Equation with Jumps and Viscosity Solution of Second Order Integro-Differential Equation Without Monotonicity Condition: Case with the Measure of Lévy Infinite
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DOI: 10.1007/s10473-019-0312-5
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 the existence and uniqueness… read more here.
Keywords: equation; reflected backward; differential equation; viscosity solution ... See more keywords