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2014

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/216547

Delay Equations with Non-negativity Constraints Driven by a Hölder Continuous Function of Order $\beta \in\left(\frac{1}{3}, \frac{1}{2}\right)$

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https://doi.org/10.1007/s11118-013-9365-6

Abstract

In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a Hölder continuous function of order $\beta \in\left(\frac{1}{3}, \frac{1}{2}\right)$. 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 $\mathrm{H} \in\left(\frac{1}{3}, \frac{1}{2}\right)$.

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Integrals estocàstiques, Càlcul de Malliavin, Anàlisi estocàstica

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Stochastic integrals, Malliavin calculus, Stochastic analysis

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Articles publicats en revistes (Matemàtiques i Informàtica)

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BESALÚ, Mireia, MÁRQUEZ, David (Márquez Carreras) and ROVIRA ESCOFET, Carles. Delay Equations with Non-negativity Constraints Driven by a Hölder Continuous Function of Order $\beta \in\left(\frac{1}{3}, \frac{1}{2}\right)$. Potential Analysis. 2014. Vol. 41, num. 1, pags. 117-141. ISSN 0926-2601. [consulted: 8 of June of 2026]. Available at: https://hdl.handle.net/2445/216547

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