Reflected backward stochastic partial differential equations driven by Teugels martingales
Abstract In this paper, we study a class of multi-dimensional reflected backward stochastic partial differential equations (RBSPDEs) driven by the Teugels martingales related to a Lévy process. The solutions to these equations are constrained to take values within a bounded convex domain in R d ${\m...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-07-01
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| Series: | Boundary Value Problems |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13661-025-02091-x |
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