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Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst IndexH > 1/2

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References

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1998Fractional Brownian motion: theory and applications73 cited
2002The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type65 cited

Cited by

2014On drift parameter estimation in models with fractional Brownian motion51 cited
2013Mixed fractional stochastic differential equations with jumps40 cited
2015Mixed stochastic delay differential equations29 cited

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