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arxiv: 1511.00191 · v1 · pith:HOYZIEPHnew · submitted 2015-11-01 · 🧮 math.PR

Mixed stochastic differential equations: Existence and uniqueness result

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keywords multidimensionalbrowniandifferentialequationsexistencemotionresultstochastic
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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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