In this note, we derive existence and uniqueness results for backward stochastic Volterra integral equations with time delayed generators under non-Lipschitz condition.

This paper is devoted to establish an existence and uniqueness result of one-dimensional reflected backward stochastic differential equations with time-delayed generators (RBSDEs with time-delayed generators, in short). Our proof is based on approximation via a penalization method.

In this paper, we establish the existence and uniqueness result for a class of backward stochastic differential equations (BSDEs, in short) with non-Lipschitz time delayed generators. In our point of view, this work is a non trivial extension of the pioneer result obtained by Delong and Imkeller under global Lipschitz condition. Indeed, for certain generators our result is valid while their result can not be hold.

No abstract