Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion

DOI10.1007/s00028-013-0193-3zbMath1282.60063arXiv1107.5776OpenAlexW1987063131MaRDI QIDQ370944

Marco Ferrante, Carles Rovira

Publication date: 20 September 2013

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.5776

zbMATH Keywords

fractional Brownian motionstochastic differential equationsYoung integralnormal reflection

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic integral equations (60H20)

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