Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition

摘要

In this note, we prove the existence and uniqueness of a solution for reflected backward doubly stochastic differential equations (RBDSDEs) driven by Teugels martingales associated with a Lévy process under stochastic Lipschitz condition, in which the obstacle process is right continuous with left limits (càdlàg).