3 papers
math.PR2023
Existence of density for the solution of stochastic delay differential equations with reflection driven by a fractional Brownian motion
Mireia Besalú, David Márquez-Carreras, Carles Rovira
In this note we prove the existence of a density for the law of the solution for 1-dimensional stochastic delay differential equations with normal reflection. The equations are dri…
math.PR2012
Delay equations with non-negativity constraints driven by a Hölder continuous function of order βin (1/3,1/2)
Mireia Besalú, David Márquez-Carreras, Carles Rovira
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 func…
math.PR2010
Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter H > 1/2
Mireia Besalú, Carles Rovira
In this note we prove an existence and uniqueness result of solution for stochastic Volterra integral equations driven by a fractional Brownian motion with Hurst parameter H > 1/2,…