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- W2007809188 abstract "The paper is concerned with a mixed stochastic delay differential equation involving both a Wiener process and a γ -Holder continuous process with γ 1 / 2 (e.g. a fractional Brownian motion with Hurst parameter greater than 1/2). It is shown that its solution depends continuously on the coefficients and the initial data. Two applications of this result are given: the convergence of solutions to equations with vanishing delay to the solution of equation without delay and the convergence of Euler approximations for mixed stochastic differential equations. As a side result of independent interest, the integrability of solution to mixed stochastic delay differential equations is established." @default.
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- W2007809188 date "2015-04-01" @default.
- W2007809188 modified "2023-09-25" @default.
- W2007809188 title "Convergence of solutions of mixed stochastic delay differential equations with applications" @default.
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- W2007809188 doi "https://doi.org/10.1016/j.amc.2015.01.019" @default.
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