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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
| Content Provider | Semantic Scholar |
|---|---|
| Author | Sylla, Lamine |
| Copyright Year | 2018 |
| 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 of a continuous viscosity solution of equation with non local terms, if the generator is not monotonous and Levy's measure is infinite. |
| Starting Page | 819 |
| Ending Page | 844 |
| Page Count | 26 |
| File Format | PDF HTM / HTML |
| DOI | 10.1007/s10473-019-0312-5 |
| Volume Number | 39 |
| Alternate Webpage(s) | https://arxiv.org/pdf/1809.02507v1.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
