Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process

dc.contributor.author	Mishura, Y.
dc.contributor.author	Posashkov, S.
dc.date.accessioned	2009-11-19T10:19:03Z
dc.date.available	2009-11-19T10:19:03Z
dc.date.issued	2007
dc.identifier.citation	Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process / Y. Mishura, S. Posashkov // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 152-165. — Бібліогр.: 8 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4486
dc.description.abstract	The existence and uniqueness of solution of stochastic differential equation driven by standard Brownian motion and fractional Brownian motion with Hurst parameter H belongs (3/4, 1) is established.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US