REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATION WITH JUMPS AND VISCOSITY SOLUTION OF SECOND ORDER INTEGRO-DIFFERENTIAL EQUATION WITHOUT MONOTONICITY CONDITION: CASE WITH THE MEASURE OF L(E)VY INFINITE

摘要

We consider the problem of viscosity solution of integro-partial differential equation(IPDE in short) with one obstacle via the solution of reflected backward stochastic differential equations(RBSDE in short) with jumps.We show the existence and uniqueness of a continuous viscosity solution of equation with non local terms,if the generator is not monotonous and Levy's measure is infinite.