Reflected backward doubly stochastic differential equations with time delayed generators

Badreddine Mansouri, Imen Salhi, Lazhar Tamer

Published 2017-03-30Version 1

We consider a class of reflected backward doubly stochastic differential equations with time delayed generator (in short RBDSDE with time delayed generator), in this case generator at time $t$ can depend on the values of a solution in the past. Under a Lipschitz condition, we ensure the existence and uniqueness of the solution.