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arxiv: 1205.3865 · v1 · pith:HTS5UBN6new · submitted 2012-05-17 · 🧮 math.PR

Delay equations with non-negativity constraints driven by a H\"older continuous function of order β in (1/3,1/2)

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keywords drivenequationsbetacontinuousdelaydifferentialfrac12frac13
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In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a H\"older 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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