Delay Equations with Non-negativity Constraints Driven by a Hölder Continuous Function of Order $\beta \in \left(\frac13,\frac12\right)$

Autor:	Carles Rovira, David Márquez-Carreras, Mireia Besalú
Rok vydání:	2013
Předmět:	Hurst exponent Stochastic differential equation Fractional Brownian motion Uniform norm Mathematics::Probability Mathematical analysis Order (ring theory) Hölder condition Delay differential equation Uniqueness Analysis Mathematics
Zdroj:	Potential Analysis. 41:117-141
ISSN:	1572-929X 0926-2601
DOI:	10.1007/s11118-013-9365-6
Popis:	In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a Holder 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 \(\in (\frac13,\frac12)\).
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::5d0a87020d13c68dd182360b0520c228 https://doi.org/10.1007/s11118-013-9365-6 Zobrazit plný text záznamu Full text from SpringerLink