On mixed fractional SDEs with discontinuous drift coefficient

Fuente: arXiv
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Auteur principal: Sönmez, Ercan
Format: Preprint
Publié: 2020
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author Sönmez, Ercan
author_facet Sönmez, Ercan
contents We prove existence and uniqueness of the solution for a class of mixed fractional stochastic differential equations with discontinuous drift driven by both standard and fractional Brownian motion. Additionally, we establish a generalized Itô rule valid for functions with absolutely continuous derivative and applicable to solutions of mixed fractional stochastic differential equations with Lipschitz coefficients, which plays a key role in our proof of existence and uniqueness. The proof of such a formula is new and relies on showing the existence of a density of the law under mild assumptions on the diffusion coefficient.
format Preprint
id arxiv_https___arxiv_org_abs_2010_14176
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle On mixed fractional SDEs with discontinuous drift coefficient
Sönmez, Ercan
Probability
We prove existence and uniqueness of the solution for a class of mixed fractional stochastic differential equations with discontinuous drift driven by both standard and fractional Brownian motion. Additionally, we establish a generalized Itô rule valid for functions with absolutely continuous derivative and applicable to solutions of mixed fractional stochastic differential equations with Lipschitz coefficients, which plays a key role in our proof of existence and uniqueness. The proof of such a formula is new and relies on showing the existence of a density of the law under mild assumptions on the diffusion coefficient.
title On mixed fractional SDEs with discontinuous drift coefficient
topic Probability
url https://arxiv.org/abs/2010.14176