Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)

DOI10.1007/s11118-013-9365-6zbMath1302.60087OpenAlexW2010128878MaRDI QIDQ2509973

Mireia Besalú, David Márquez-Carreras, Carles Rovira

Publication date: 31 July 2014

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-013-9365-6

zbMATH Keywords

stochastic differential equationfractional Brownian motiondelay equationfractional integralnormal reflection

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (8)

Averaging principle for fast-slow system driven by mixed fractional Brownian rough path ⋮ Integration of controlled rough paths via fractional calculus ⋮ BACKWARD REPRESENTATION OF THE ROUGH INTEGRAL: AN APPROACH BASED ON FRACTIONAL CALCULUS ⋮ Corrigendum to: ``Averaging principle for fast-slow system driven by mixed fractional Brownian rough path ⋮ Càdlàg rough differential equations with reflecting barriers ⋮ Convergence of delay equations driven by a H\"older continuous function of order $\beta\in(\frac13,\frac12)$ ⋮ Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3 ⋮ Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus

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