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

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arXiv · 1205.3865

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

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Abstract

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 $β\in (\frac13,\frac12)$. 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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Mireia Besalú, David Márquez-Carreras, Carles Rovira. 2012-05-17. Delay equations with non-negativity constraints driven by a Hölder continuous function of order βin (1/3,1/2). https://arxiv.org/abs/1205.3865

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