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 $H>\text{1}\mathrm{/}2$. 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.