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Stochastic processes and financial applicationsNonlinear Differential Equations AnalysisStochastic processes and statistical mechanics

Gaussian lower bound and positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion

Oscar Bur'es, Carles Rovira

2026.4.2Mathematical Communications

DOI: 10.64785/mc.31.1.9

Abstract

In this paper, we prove that the density of a stochastic delay differential equation driven by a fBm with Hurst parameter ???? > 1/2 is strictly positive combining Nourdin-Viens’ and Kohatsu-Higa’s method.

Citation format

BUR'ES, Oscar; ROVIRA, Carles. Gaussian lower bound and positivity of the density of stochastic delay differential equations driven by a fractional brownian motion. Mathematical Communications, 2026, 31(1): 115–135.