EXISTENCE AND UNIQUENESS OF SOLUTION OF MIXED STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION AND WIENER PROCESS

YULIA MISHURA AND SERGIY POSASHKOV

Theory 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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