Reflected BSDE of Wiener-Poisson type in Time-dependent Domains
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🧮 math.PR
keywords
domainsreflectedtime-dependenttypewiener-poissonbackwardbsdecertain
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In this paper we study multi-dimensional reflected backward stochastic differential equations driven by Wiener-Poisson type processes. We prove existence and uniqueness of solutions, with reflection in the inward spatial normal direction, in the setting of certain time-dependent domains.
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