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.

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This paper is devoted to study the asymptotic properties for the solution of decoupled forward backward stochastic differential equations with delayed generator. As an application, we establish a large deviation principe for solution of the backward equation.