IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v231y2026ics0167715225002743.html

Generalized reflected backward doubly SDEs with irregular barriers and continuous coefficients

Author

Listed:
  • Elmansouri, Badr
  • Marzougue, Mohamed

Abstract

In this note, we establish the existence of a minimal solution for a class of reflected generalized backward doubly stochastic differential equations with continuous and stochastic linear growth coefficients. The reflecting obstacle is not assumed to be right-continuous, but only right-upper semi-continuous and left-limited, and the noise is driven by two mutually independent Brownian motions and an independent integer-valued random measure. Our analysis begins with the case of stochastic Lipschitz coefficients, where we prove the existence and uniqueness results along with presenting a comparison result, which then allows us to derive the main existence finding of a minimal solution.

Suggested Citation

  • Elmansouri, Badr & Marzougue, Mohamed, 2026. "Generalized reflected backward doubly SDEs with irregular barriers and continuous coefficients," Statistics & Probability Letters, Elsevier, vol. 231(C).
    • Handle: RePEc:eee:stapro:v:231:y:2026:i:c:s0167715225002743
    DOI: 10.1016/j.spl.2025.110629
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715225002743
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2025.110629?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:231:y:2026:i:c:s0167715225002743. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.