Journal article

Mixed Fractional Stochastic Differential Equations With Jumps

Year:

2012

Published in:

Stochastics

Authors:

fractional Brownian motion

Wiener process

Poisson measure

stochastic differential equation

moments

In this paper, we consider a stochastic differential equation driven by a fractional Brownian motion and a Wiener process and having jumps. We prove that this equation has a unique solution and show that all moments of the solution are finite.

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Malliavin Regularity Of Solutions To Mixed Stochastic Differential Equations

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