Mixed stochastic delay differential equations
classification
🧮 math.PR
keywords
delaydifferentialequationprocessstochasticassumptionscoefficientsconditions
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We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient conditions for finiteness of its moments and establish a limit theorem.
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