Backward stochastic differential equations with time-delayed generators and integrable parameters

TL;DR

This paper establishes existence and uniqueness results for backward stochastic differential equations with time-delayed generators and integrable parameters, expanding the theoretical understanding of such equations.

Contribution

It provides new existence and uniqueness results for delayed backward stochastic differential equations with integrable data, a less explored area.

Findings

Proves existence of solutions under integrability conditions

Establishes uniqueness of solutions for delayed BSDEs

Extends theoretical framework for time-delayed stochastic equations

Abstract

In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data.