EXISTENCE AND UNIQUENESS OF SOLUTION OF MIXED STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION AND WIENER PROCESS
YULIA MISHURA AND SERGIY POSASHKOVTheory of Stochastic Processes Vol.13 (29), no.1-2, 2007, pp.152-165
The existence and uniqueness of solution of stochastic differential
equation driven by standard Brownian motion and fractional Brownian motion with Hurst parameter $H\in (3/4,1)$ is established.
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