| Autor: |
Besalú, Mireia, Márquez-Carreras, David, Rovira, Carles |
| Rok vydání: |
2023 |
| Předmět: |
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| 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: |
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