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- 학술저널
- 저자정보
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- 한국전산응용수학회 Journal of applied mathematics & informatics Journal of applied mathematics & informatics 제28권 제5호
- 발행연도
- 2010.1
- 수록면
- 1,305 - 1,314 (10page)
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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.
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