Abstract
Relying on the pathwise uniqueness property, we prove existence of the strong solution of a one-dimensional reflected stochastic delay equation driven by a mixture of independent Brownian and fractional Brownian motions. The difficulty is that on the one hand we cannot use the fixed-point and contraction mapping methods because of the stochastic and pathwise integrals, and on the other hand the non-continuity of the Skorokhod map with respect to the norms considered.
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Articles in the same Issue
- Frontmatter
- Triangles with one fixed side–length, a Furstenberg-type problem, and incidences in finite vector spaces
- Existence and multiplicity of solutions for fractional Schrödinger-p-Kirchhoff equations in ℝ N
- Estimates of Picard modular cusp forms
- Some q-supercongruences from a q-analogue of Watson's 3 F 2 summation
- Existence of strong solutions for one-dimensional reflected mixed stochastic delay differential equations
- Free groups generated by two unipotent maps
- Degenerate Schrödinger--Kirchhoff {(p,N)}-Laplacian problem with singular Trudinger--Moser nonlinearity in ℝ N
- Colored multizeta values in positive characteristic
- Simultaneous nonvanishing of central L-values with large level
- Laplace convolutions of weighted averages of arithmetical functions
- Cohomological properties of maximal pro-p Galois groups that are preserved under profinite completion
- On the geometric trace of a generalized Selberg trace formula
- Elementary properties of free lattices
- Weighted estimates for product singular integral operators in Journé’s class on RD-spaces
- Small generators of abelian number fields
- Pointwise convergence and nonlinear smoothing of the generalized Zakharov–Kuznetsov equation
- Weighted bilinear multiplier theorems in Dunkl setting via singular integrals
Articles in the same Issue
- Frontmatter
- Triangles with one fixed side–length, a Furstenberg-type problem, and incidences in finite vector spaces
- Existence and multiplicity of solutions for fractional Schrödinger-p-Kirchhoff equations in ℝ N
- Estimates of Picard modular cusp forms
- Some q-supercongruences from a q-analogue of Watson's 3 F 2 summation
- Existence of strong solutions for one-dimensional reflected mixed stochastic delay differential equations
- Free groups generated by two unipotent maps
- Degenerate Schrödinger--Kirchhoff {(p,N)}-Laplacian problem with singular Trudinger--Moser nonlinearity in ℝ N
- Colored multizeta values in positive characteristic
- Simultaneous nonvanishing of central L-values with large level
- Laplace convolutions of weighted averages of arithmetical functions
- Cohomological properties of maximal pro-p Galois groups that are preserved under profinite completion
- On the geometric trace of a generalized Selberg trace formula
- Elementary properties of free lattices
- Weighted estimates for product singular integral operators in Journé’s class on RD-spaces
- Small generators of abelian number fields
- Pointwise convergence and nonlinear smoothing of the generalized Zakharov–Kuznetsov equation
- Weighted bilinear multiplier theorems in Dunkl setting via singular integrals