Reflected backward stochastic partial differential equations driven by Teugels martingales

In this paper, we study a class of multi-dimensional reflected backward stochastic partial differential equations (RBSPDEs) driven by the Teugels martingales related to a Lévy process. The solutions to these equations are constrained to take values within a bounded convex domain in ${\mathbb{R}}^{d}$ . By employing the penalization method, we establish the existence and uniqueness of solutions. Finally, two illustrative examples demonstrate the applicability of the established theory.