Delay Equations with Non-negativity Constraints Driven by a Hölder Continuous Function of Order $\beta \in \left(\frac13,\frac12\right)$
Tóm tắt
In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a Hölder continuous function of order
$\beta \in (\frac13,\frac12)$
. We also obtain a bound for the supremum norm of this solution. As an application, we get these results for stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H
$\in (\frac13,\frac12)$
.
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