| Article ID: | iaor201111919 |
| Volume: | 218 |
| Issue: | 8 |
| Start Page Number: | 4325 |
| End Page Number: | 4332 |
| Publication Date: | Dec 2011 |
| Journal: | Applied Mathematics and Computation |
| Authors: | Ren Yong, Hu Lanying |
| Keywords: | stochastic processes |
In this note, we prove the existence and uniqueness of the solution for a class of reflected backward stochastic differential equations (RBSDEs in short) related to the subdifferential operator of a lower semi‐continuous convex function, driven by Teugels martingales associated with a Lévy process. Some known results are generalized and improved.