Reflected stochastic differential equations driven by standard and fractional Brownian motion

The reflection problem on the positive half-line with reflection at zero for a time-dependent stochastic differential equations driven by standard and fractional Brownian motion with Hurst parameter Formula: see text is considered. We prove the existence of weak solutions by using Euler scheme. Moreover, we show that pathwise uniqueness holds and a strong solution exists in the case of additive fractional noise and also up to a stopping time Formula: see text for the multiplicative case, but remains an open question beyond Formula: see text.