数学物理学报(英文版) ›› 2019, Vol. 39 ›› Issue (3): 819-844.doi: 10.1007/s10473-019-0312-5
Lamine SYLLA
Lamine SYLLA
摘要: 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.
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