{
  "id": "1103.0615",
  "version": "v1",
  "published": "2011-03-03T07:57:40.000Z",
  "updated": "2011-03-03T07:57:40.000Z",
  "title": "Stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index $H> 1/2$",
  "authors": [
    "Yuliya Mishura",
    "Georgiy Shevchenko"
  ],
  "journal": "Comm. Statist. Theory Methods 40 (2011), 3492-3508",
  "doi": "10.1080/03610926.2011.581174",
  "categories": [
    "math.PR"
  ],
  "abstract": "We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion. Under mild regularity assumptions on the coefficients, it is proved that the equation has a unique solution.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-03-03T07:57:40.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "wiener process",
      "hurst index",
      "possibly dependent fractional brownian motion",
      "mixed stochastic differential equation driven"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1103.0615M"
    }
  }
}