Email this article EXISTENCE AND UNIQUENESS OF STRONG SOLUTIONS TO MIXED-TYPE STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE FRACTIONAL BROWNIAN MOTIONS WITH HURST INDICES 𝐻 > 1/4
- Authors: Vaskouski M.M1, Stryuk P.P1
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Affiliations:
- Belarusian State University
- Issue: Vol 60, No 6 (2024)
- Pages: 723-735
- Section: ORDINARY DIFFERENTIAL EQUATIONS
- URL: https://journal-vniispk.ru/0374-0641/article/view/265609
- DOI: https://doi.org/10.31857/S0374064124060017
- EDN: https://elibrary.ru/KWWAAK
- ID: 265609
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Abstract
In this paper there is investigated the problem of unique solvability of the Caushy problem for the mixed type stochastic differential equation driven by the standard Brownian motion and fractional Brownian motions with Hurst indices 𝐻 > 1/4. We prove a theorem on the existence and uniqueness of strong solutions to the mentioned mixed type stochastic differential equations.
About the authors
M. M Vaskouski
Belarusian State University
Email: vaskovskii@bsu.by
Minsk, Belarus
P. P Stryuk
Belarusian State University
Email: pavel.stryouk@gmail.com
Minsk, Belarus
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