SDEs with constraints driven by processes with bounded p-variation
  We study the existence, uniqueness and approximation of solutions of stochastic differential equations with constraints driven by processes with bounded p-variation. Our main tool are new estimates showing Lipschitz continuity of the deterministic Skorokhod problem in p-variation norm. Applications to fractional SDEs with constraints are given. 
Adrian Falkowski and Leszek Slominski
math.PR