By Brown Motion And Poisson Jump Process Driven By Multi-dimensional Backward Stochastic Differential Equations With Oblique Reflection

In this paper we study a class of multi-dimensional backward stochastic differential equations(BSDEs) in a special unbounded convex domain with oblique reflection, which are driven by a Brownian motion and an independent Poisson point process. We prove an existence theorem using the Picard iteration method, and the uniqueness is obtained by a verification method.