{ "id": "1703.10532", "version": "v1", "published": "2017-03-30T15:34:59.000Z", "updated": "2017-03-30T15:34:59.000Z", "title": "Reflected backward doubly stochastic differential equations with time delayed generators", "authors": [ "Badreddine Mansouri", "Imen Salhi", "Lazhar Tamer" ], "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2017-03-30T15:34:59.000Z" } ], "analyses": { "keywords": [ "backward doubly stochastic differential equations", "reflected backward doubly stochastic differential", "time delayed generator", "short rbdsde" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }