3 papers
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,…
math.PR2010
Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion
Mireia Besalú, Carles Rovira
In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driv…