Mixed stochastic delay differential equations
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Publication:2944762
Abstract: We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient conditions for finiteness of its moments and establish a limit theorem.
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Cited in
(17)- Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion
- Young differential delay equations driven by Hölder continuous paths
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
- Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach
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