Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion (Q408082)

The authors prove an existence and uniqueness result for the solution of multidimensional 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.