FRACTIONAL DELAYED BSDES WITH JUMPS

Abstract

This work investigates a class of delayed backward stochastic differential equations (BSDEs) driven by both a fractional Brownian motion with Hurst parameter H > 1/2 and a random Poisson measure. In such equations, the generator at time t may depend not only on the current state but also on the history of the solution. We primarily focus on establishing the existence and uniqueness of solutions under both Lipschitz and non-Lipschitz conditions on the coefficients.