Mixed fractional stochastic differential equations with jumps
classification
🧮 math.PR
keywords
differentialequationfractionaljumpsstochasticbrownianconsiderdriven
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In this paper, we consider a stochastic differential equation driven by a fractional Brownian motion (fBm) and a Wiener process and having jumps. We prove that this equation has a unique solution and show that all its moments are finite.
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