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Mixed stochastic differential equations: Existence and uniqueness result
Published 1 Nov 2015 in math.PR | (1511.00191v1)
Abstract: In this paper we shall establish an existence and uniqueness result for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter $H > \frac{1}{2} and a multidimensional standard Brownian motion under a weaker condition than the Lipschitz one.
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