Mixed stochastic differential equations: Existence and uniqueness result

摘要

In this paper we shall establish an existence and uniqueness result forsolutions of multidimensional, time dependent, stochastic differentialequations driven simultaneously by a multidimensional fractional Brownianmotion with Hurst parameter $H > \frac{1}{2} and a multidimensional standardBrownian motion under a weaker condition than the Lipschitz one.