[1] Barles G, Buckdahn R, Pardoux E. Backward stochastic differential equations and integral-partial differential equations. Stochastics:An International Journal of Probability and Stochastic Processes, 1997, 60:57-83 [2] Fujiwara T, Kunita H. Stochastic differential equations of jump type and Lévy processes in differomorphism group. J Math Kyoto Univ, 1985, 25(1):71-106 [3] Hamadène S. Viscosity solutions of second order integral-partial differential equations without monotonicity condition:A new result. Nonlinear Analysis, 2016, 147:213-235 [4] Hamadène S, Morlais M -A. Viscosity solutions for second order integro-differential equations without monotonicity condition:The probabilistic Approach. Stochastics, 2016, 88(4):632-649 [5] Hamadène S, Ouknine Y. Reflected backward stochastic differential equation with jumps and random obstacle. Electron J Probab, 2003, 8(2):1-20 [6] Harraj N, Ouknine Y, Turpin I. Double barriers Reflected BSDEs with jumps and viscosity solutions of parabolic Integro-differential PDEs. J Appl Math Stoch Anal, 2005, 1:37-53 [7] Lenglart É, Lépingle D, Pratelli M. Présentation unifiée de certaines inégalités de la théorie des martingales. Séminaire de probabilités (Strasbourg), tome, 1980, 14:26-48 |