• Corpus ID: 227247913

# 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}
}
• Published 1 December 2020
• Mathematics
• arXiv: Probability
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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