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Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions

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References

2008Stochastic Calculus for Fractional Brownian Motion and Related Processes922 cited
1998Integration with respect to fractal functions and stochastic calculus. I589 cited
2002Differential equations driven by fractional Brownian motion408 cited
2008Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion143 cited
2002The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type65 cited

Cited by

2013Mixed fractional stochastic differential equations with jumps40 cited
2014Asymptotic behavior of mixed power variations and statistical estimation in mixed models32 cited
2015Mixed stochastic delay differential equations29 cited
n.d.Mixed Stochastic Differential Equations: Existence and Uniqueness Result27 cited
2025Non-markovian dynamics: the memory-dependent probability density evolution equations8 cited

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