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<p>In this paper, we study a class of multi-dimensional reflected backward stochastic partial differential equations (RBSPDEs) driven by the Teugels martingales related to a Lévy process. The solutions to these equations are constrained to take values within a bounded convex domain in <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="13661_2025_2091_Article_IEq1.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="MATHML"><math> <msup> <mi mathvariant="double-struck">R</mi> <mi>d</mi> </msup> </math></EquationSource> <EquationSource Format="TEX">${\mathbb{R}}^{d}$</EquationSource> </InlineEquation>. By employing the penalization method, we establish the existence and uniqueness of solutions. Finally, two illustrative examples demonstrate the applicability of the established theory.</p>

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Reflected backward stochastic partial differential equations driven by Teugels martingales

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  • 发表日期：

    2025年7月24日

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  • Hongchao Qian

摘要

In this paper, we study a class of multi-dimensional reflected backward stochastic partial differential equations (RBSPDEs) driven by the Teugels martingales related to a Lévy process. The solutions to these equations are constrained to take values within a bounded convex domain in R d ${\mathbb{R}}^{d}$ . By employing the penalization method, we establish the existence and uniqueness of solutions. Finally, two illustrative examples demonstrate the applicability of the established theory.