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On a SDE driven by a fractional Brownian motion and with monotone drift

   
@article{ECP1084,
	author = {Brahim Boufoussi and Youssef Ouknine},
	title = {On a SDE driven by a fractional Brownian motion and with monotone drift},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {8},
	year = {2003},
	keywords = {Fractional Brownian motion, Stochastic integrals, Girsanov transform},
	abstract = {Let ${B_{t}^{H},t\in \lbrack 0,T]}$ be a fractional Brownian motion with Hurst parameter $H > \frac{1}{2}$. We prove the existence of a weak solution for a stochastic differential equation of the form $X_{t}=x+B_{t}^{H}+ \int_{0}^{t}\left( b_{1}(s,X_{s})+b_{2}(s,X_{s})\right) ds$, where $ b_{1}(s,x)$ is a Holder continuous function of order strictly larger than $1-\frac{1}{2H}$ in $x$ and than $H-\frac{1}{2}$ in time and $b_{2}$ is a real bounded nondecreasing and left  (or right) continuous function.},
	pages = {no. 14, 122-134},
	issn = {1083-589X},
	doi = {10.1214/ECP.v8-1084},    
        url = {http://ecp.ejpecp.org/article/view/1084}}