In this paper, the existence of Lp(p>1) solutions for one-dimensional backward stochastic differential equations will be shown directly by proving that an approximation sequence is a Cauchy one in the Lp sense.

Generalized anticipated backward stochastic differential equations, studied for the first time in 2007, are equations with generator f depending on the future value of the solution (Y⋅,Z⋅). In this paper, we will study the existence and uniqueness of the reflected solutions to these...

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.