paper

Mixed fractional stochastic differential equations with jumps

arXiv:1206.3637 · doi:10.1080/17442508.2013.774404

Abstract

In this paper, we consider a stochastic differential equation driven by a fractional Brownian motion (fBm) and a Wiener process and having jumps. We prove that this equation has a unique solution and show that all its moments are finite.