• Journal of applied mathematics & informatics
• /
• v.28 no.5_6
• /
• pp.1305-1314
• /
• 2010

In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations driven by a Brownian motion and the martingales of Teugels associated with an independent L$\acute{e}$vy process having a stochastic Lipschitz coefficient. We derive the existence and uniqueness of solutions for these equations via Snell envelope and the fixed point theorem.

• Journal of applied mathematics & informatics
• /
• v.29 no.5_6
• /
• pp.1143-1155
• /
• 2011

In this paper, we shall establish a new theorem on the existence and uniqueness of the solution to a backward doubly stochastic differential equations under a weaker condition than the Lipschitz coefficient. We also show a comparison theorem for this kind of equations.