Stability and attraction of solutions of nonlinear stochastic differential equations with standard and fractional Brownian motions (Q2358653)

The author considers the following stochastic differential equation \[ dy(t) = A(t) y(t) dt + f(t,y(t)) dt + g(t,y(t)) dW(t) + b(t,y(t)) d B^H(t), \; t \in \mathbb{R}_+, \; y \in \mathbb{R}^d \] where \(W\) is an \(r\)-dimensional standard Brownian motion and \(B^H(t)\) is an \(m\)-dimensional fractional Brownian motion with \(H \in (1/2,1)\). The integral over the standard Brownian motion is treated as an Itō integral while the integral over the fractional Brownian motion is defined as in [\textit{M. Zähle}, Probab. Theory Relat. Fields 111, No. 3, 333--374 (1998; Zbl 0918.60037)]. The aim of this paper is to find an attractor of the above equation and to study its stability.