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20082022
most citedStochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

146 citations

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math.PR2008★ 146 cited

Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

João Guerra, David Nualart

We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fracti…