Existence of density for the solution of stochastic delay differential equations with reflection driven by a fractional Brownian motion

In this note we prove the existence of a density for the law of the solution for 1-dimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter $H>1\mathrm{/}2$. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann-Stieltjes integral.