Stochastic differential equation involving Wiener process and fractional   Brownian motion with Hurst index $H> 1/2$
  We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion. Under mild regularity assumptions on the coefficients, it is proved that the equation has a unique solution. 
Yuliya Mishura and Georgiy Shevchenko
math.PR