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This paper deals with a class of delay backward stochastic differential equations driven by fractional Brownian motion (with Hurst parameter  H  greater than12{\frac{1}{2}}). In this type of equation, a generator at time  t  can depend not only on the present but also on the past solutions. We essentially establish existence and uniqueness of a solution in the case of Lipschitz coefficients and non-Lipschitz coefficients. The stochastic integral used throughout the paper is a divergence-type integral.

Delay BSDEs driven by fractional Brownian motion