REFLECTED BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYED GENERATORS
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 depends on the values of a solution in the past. Under a Lipschitz condition, we ensure the existence and uniqueness of the solution.
reflected backward doubly stochastic differential equations, time delayed generator, Lipschitz generator.
