Autor: |
Besalú, Mireia, Márquez-Carreras, David, Rovira, Carles |
Rok vydání: |
2023 |
Předmět: |
|
Druh dokumentu: |
Working Paper |
Popis: |
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 driven by a fractional Brownian motion with Hurst parameter $H > 1/2$. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann-Stieltjes integral. |
Databáze: |
arXiv |
Externí odkaz: |
|