Journal article
Existence Of Density For Solutions Of Mixed Stochastic Equations
Year:
2016Published in:
Stochastic and Infinite Dimensional Analysismixed stochastic differential equation
Wiener process
fractional Brownian motion
Hörmander conditions
density with respect to Lebesgue measure
We consider a mixed stochastic differential equation dXt=a(t,Xt)dt+b(t,Xt)dWt+c(t,Xt)dBtH driven by independent multidimensional Wiener process and fractional Brownian motion. Under Hörmander type conditions we show that the distribution of