# Continuity with respect to parameters of the solutions of time delayed BSDEs with Stieltjes integral.

@article{Persio2020ContinuityWR, title={Continuity with respect to parameters of the solutions of time delayed BSDEs with Stieltjes integral.}, author={Luca Di Persio and Lucian Maticiuc and Adrian Zualinescu}, journal={arXiv: Probability}, year={2020} }

We prove the existence and uniqueness of the solution of a BSDE with time-delayed generator, which employs the Stieltjes integral with respect to an increasing continuous stochastic process. We obtain also a result of continuity of the solution with regard to the increasing process, assuming only uniform convergence, but not in variation.

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