Reflected backward stochastic differential equations with time delayed generators

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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Year of publication:	2012
Authors:	Zhou, Qing ; Ren, Yong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 5, p. 979-990
Publisher:	Elsevier
Subject:	Reflected backward stochastic differential equation \| Time delayed generator \| Fixed point theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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