Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter
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.
wiener process fractional brownian motion besov space mixed stochastic differential equation continuous dependence on a parameter