Existence and Uniqueness of Strong Solutions of Mixed-Type Stochastic Differential Equations Driven by Fractional Brownian Motions with Hurst Exponents $$H>1/4 $$
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引用次数: 0
Abstract
We study the unique solvability of the Cauchy problem for a mixed-type stochastic
differential equation driven by the standard Brownian motion and fractional Brownian motions
with Hurst exponents \(H>1/4\). We prove a
theorem on the existence and uniqueness of strong solutions of these stochastic differential
equations.
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