We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion. Under mild regularity assumptions on the coefficients, it is proved that the equation has a unique solution.
No takes yet. Share an insight, caveat, or question.
Mishura et al. (2011) studied this question.
Synapse has enriched 3 closely related papers on similar clinical questions. Consider them for comparative context: