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For a mixed stochastic differential equation involving standard Brownian motion and an almost surely Hölder continuous process Z with Hölder exponent γ > 1/2, we establish a new result on its unique solvability. We also establish an estimate for difference of solutions to such equations with different processes Z and deduce a corresponding limit theorem. As… (More)

The paper is concerned with a mixed stochastic delay differential equation involving both a Wiener process and a γ-Hölder continuous process with γ > 1/2 (e.g. a fractional Brownian motion with Hurst parameter greater than 1/2). It is shown that its solution depends continuously on the coefficients and the initial data. Two applications of this result are… (More)

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