In this paper, we study distribution dependent stochastic differential equations driven
simultaneously by fractional Brownian motion with Hurst index H> 1 2 and standard …

Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools
necessary to characterize Gaussian processes. The book focuses on the particular case of …

We consider a stochastic differential equation involving standard and fractional Brownian
motion with unknown drift parameter to be estimated. We investigate the standard maximum …

This paper proposes an accurate and computationally technique for solving fractional
stochastic differential equations driven by fractional Brownian motion with Hurst index that …

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 …

Full article: Mixed fractional stochastic differential equations with jumps Skip to Main Content
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In this paper, we consider n-dimensional stochastic differential equations driven by
multivariate fractional Brownian motion with Hurst indices greater than 1 3. Using a Taylor …

In this paper we establish an existence and uniqueness result for solutions of
multidimensional, time-dependent, stochastic differential equations driven simultaneously by …

We consider a stochastic delay differential equation driven by a Hölder continuous process
$ Z $ and a Wiener process. Under fairly general assumptions on coefficients of the …

Изложена теория стохастических дифференциальных уравнений и включений как в
конечномерных, так и в гильбертовых пространствах. Рассматриваются …