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math.PR2014
Convergence of solutions of mixed stochastic delay differential equations with applications
Yuliya Mishura, Taras Shalaiko, Georgiy Shevchenko
The paper is concerned with a mixed stochastic delay differential equation involving both a Wiener process and a -Hölder continuous process with (e.g. a fractional Brown…
math.PR2014
Existence of density for solutions of mixed stochastic equations
Taras Shalaiko, Georgiy Shevchenko
We consider a mixed stochastic differential equation driven by independent multidimensional Wiener process and fractional Bro…