一类被Lévy过程趋动的反射BSDEsA class of RBSDEs driven by Lévy processes
冉启康;
摘要(Abstract)：
讨论了一类由Lévy过程趋动的带连续下障碍的反射倒向随机微分方程.使用罚函数方法,证明了在Lipschitz条件下解的存在唯一性.
关键词(KeyWords)： Lévy过程;反射倒向随机微分方程;跳时间;罚函数方法
基金项目(Foundation): 教育部高等学校科技创新工程重大项目培育资金(708040);; 贵州省教育厅自然科学基金(2008099)
作者(Authors): 冉启康;
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