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.
References
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Articles in the same Issue
- Frontmatter
- Truncated Euler–Maruyama approximation for solving perturbed stochastic differential equations with reflected boundary
- Nonparametric local linear estimation of the conditional distribution for functional and censored data
- On RBSDELs with time-delayed generators and RCLL obstacle
- Stochastic integral for non-adapted processes with respect to the Rosenblatt process
- A note on Euler approximations for stochastic differential equations involving the local time at point zero
- A formula for the density of local time of the Brox diffusion in a time-window
- Controllability of neutral stochastic integro-differential evolution equations driven by a fractional Brownian motion with Hurst parameter lesser than 1/2
Articles in the same Issue
- Frontmatter
- Truncated Euler–Maruyama approximation for solving perturbed stochastic differential equations with reflected boundary
- Nonparametric local linear estimation of the conditional distribution for functional and censored data
- On RBSDELs with time-delayed generators and RCLL obstacle
- Stochastic integral for non-adapted processes with respect to the Rosenblatt process
- A note on Euler approximations for stochastic differential equations involving the local time at point zero
- A formula for the density of local time of the Brox diffusion in a time-window
- Controllability of neutral stochastic integro-differential evolution equations driven by a fractional Brownian motion with Hurst parameter lesser than 1/2