Global Uniqueness Result for Functional Differential Equations Driven by a Wiener Process and Fractional Brownian Motion

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Toufik Guendouzi, Soumia Idrissi, Global Uniqueness Result for Functional Differential Equations Driven by a Wiener Process and Fractional Brownian Motion, Int. J. Anal. Appl., 4 (2) (2014), 107-121.

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Toufik Guendouzi, Soumia Idrissi

Abstract

We prove a global existence and uniqueness result for the solution of a mixed stochastic functional differential equation driven by a Wiener process and fractional Brownian motion with Hurst index H > 1/2. We also study the dependence of the solution on the initial condition.

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