Geodesic
Existence and uniqueness of solution
Teoriâ slučajnyh processov, Tome 13 (2007) no. 2, pp. 152-165.

Voir la notice de l'article provenant de la source Math-Net.Ru

The existence and uniqueness of solution of stochastic differential equation driven by standard Brownian motion and fractional Brownian motion with Hurst parameter $H\in(3/4, 1)$ is established.
Keywords: Stochastic differential equation, fractional Brownian motion. 
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Yulia Mishura; Sergiy Posashkov. Existence and uniqueness of solution. Teoriâ slučajnyh processov, Tome 13 (2007) no. 2, pp. 152-165. http://geodesic.mathdoc.fr/item/THSP_2007_13_2_a0/

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