Integrability of solutions to mixed stochastic differential equations
نویسنده
چکیده
We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential moments. For a special equation whose coefficients do not satisfy the linear growth condition, we find conditions for integrability of its solution. Keywors. Mixed stochastic differential equation, moment of solution, exponential moment of solution MSC 2010. 60H10, 60G22
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