%0 Journal Article
%T Existence of density for solutions of mixed stochastic equations
%A Taras Shalaiko
%A Georgiy Shevchenko
%J Mathematics
%D 2014
%I arXiv
%X 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.
%U http://arxiv.org/abs/1406.1896v1