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In this paper, a solution is given to reflected backward doubly stochasticdifferential equations when the barrier is not necessarily right-continuous,and the noise is driven by two independent Brownian motions and an independentPoisson random measure. The existence and uniqueness of the solution is shown,firstly when the coefficients are stochastic Lipschitz, and secondly byweakening the conditions on the stochastic growth coefficient.

Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions