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Mixed stochastic delay differential equations
Published 3 Jun 2013 in math.PR | (1306.0590v4)
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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