• 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}
}
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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