We consider a mixed stochastic differential equation $d{X_t}=a(t,X_t)d{t}+b(t,X_t) d{W_t}+c(t,X_t)d{B^H_t}$ driven by independent multidimensional Wiener process and fractional Brownian motion. Under Hormander type conditions we show that the distribution of $X_t$ possesses a density with respect to the Lebesgue measure.
CITATION STYLE
Shalaiko, T., & Shevchenko, G. (2016). Existence of Density for Solutions of Mixed Stochastic Equations (pp. 281–300). https://doi.org/10.1007/978-3-319-07245-6_15
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