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Register a new userOn backward stochastic differential equations driven by a family of It^os processes
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We propose to study a new type of Backward stochastic differential equations driven by a family of It^os processes. We prove existence and uniqueness of the solution, and investigate stability and comparison theorem.
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In this paper, we deal with a class of reflected backward stochastic differential equations associated to the subdifferential operator of a lower semi-continuous convex function driven by Teugels martingales associated with L{e}vy process. We obtain the existence and uniqueness of solutions to these equations by means of the penalization method. As its application, we give a probabilistic interpretation for the solutions of a class of partial differential-integral inclusions.
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