Author(s)

Jean-Marc Owo

UFR de Mathématiques et Informatique, Université Félix H. Boigny, Abidjan, Côte d’Ivoire.

A new class of reflected backward stochastic differential equations (RBSDEs) driven by Teugels martingales associated with Lévy process and Countable Brownian Motions are investigated. Via approximation, the existence and uniqueness of solution to this kind of RBSDEs are obtained.

Backward Doubly Stochastic Differential Equations, Lévy Processes, Teugels Martingales, Countable Brownian Motions

Owo, J. (2015) Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions. Applied Mathematics, 6, 2240-2247. doi: 10.4236/am.2015.614197.