Bulletin of the
Korean Mathematical Society BKMS

In this paper, we establish the existence and uniqueness of the solution for a class of reflected backward stochastic differential equations with time delayed generator (RBSDEs with time delayed generator, in short) in the case when the terminal value and the obstacle process are $L^p$-integrable with $p \in ]1,2[$ for a sufficiently small Lipschitz constant of the generator and the time horizon $T$.

Keywords: reflected backward stochastic differential equation, time delayed generator, fixed point theorem

MSC numbers: 60H10