$L^p$-solutions for reflected BSDEs with time delayed generators

摘要

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 $T$.