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Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter. (English) Zbl 1228.60067
Summary: A stochastic differential equation involving both a Wiener process and fractional Brownian motion, with nonhomogeneous coefficients and random initial condition, is considered. The coefficients and initial condition depend on a parameter. The assumptions on the coefficients and the initial condition supplying continuous dependence of the solution on a parameter, with respect to the Besov space norm, are established.

MSC:
60H10Stochastic ordinary differential equations
34A08Fractional differential equations
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References:
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