Article ID Journal Published Year Pages File Type
1152393 Statistics & Probability Letters 2012 12 Pages PDF
Abstract

In this paper, we establish the existence and uniqueness of the solution for a class of reflected backward stochastic differential equations with time delayed generator (RBSDEs with time delayed generator, in short) for a sufficiently small Lipschitz constant of the generator.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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Reflected backward stochastic differential equations with time delayed generators
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