Existence of density for the solution of stochastic delay differential equations with reflection driven by a fractional Brownian motion

arXiv2302.03345MaRDI QIDQ6425688

Mireia Besalú, David Márquez-Carreras, Carles Rovira

Publication date: 7 February 2023

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)