{
  "id": "2107.05100",
  "version": "v1",
  "published": "2021-07-11T17:43:22.000Z",
  "updated": "2021-07-11T17:43:22.000Z",
  "title": "Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process",
  "authors": [
    "Mohamed Marzougue"
  ],
  "comment": "14 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we prove the existence and uniqueness of the solution to reflected backward doubly stochastic differential equations driven by Teugels martingales associated with a L\\'evy process where the barrier process is not necessarily right continuous by approximating such equations by a new version of penalization method.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2021-07-11T17:43:22.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "penalization method",
      "lévy process",
      "reflected bdsdes",
      "two-sided jumps",
      "backward doubly stochastic differential"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 14,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}