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Reflected backward doubly stochastic differential equations with time delayed generators (1703.10532v1)
Published 30 Mar 2017 in 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.
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