Mixed fractional stochastic differential equations with jumps

Mixed fractional stochastic differential equations with jumps
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DOI：
10.1080/17442508.2013.774404
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发表时间：
2012-06
期刊：
Stochastics An International Journal of Probability and Stochastic Processes
影响因子：
--
通讯作者：
G. Shevchenko
G. Shevchenko
中科院分区：
其他
文献类型：
--
作者：
G. Shevchenko

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本文考虑一类由分数布朗运动和Wiener过程驱动的具有跳跃的随机微分方程。我们证明了该方程存在唯一解，并且证明了解的所有矩都是有限的。
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.