Stochastic differential equations with non-negativity constraints driven   by fractional Brownian motion
  In this paper we consider stochastic differential equations with non-negativity constraints, driven by a fractional Brownian motion with Hurst parameter $H>\1/2$. We first study an ordinary integral equation where the integral is defined in the Young sense and then we apply this result pathwise to solve the stochastic problem. 
Marco Ferrante and Carles Rovira
math.PR