стохастичні диференціальні рівняння, стохастические дифференциальные уравнения
We consider a stochastic delay differential equation driven by a Holder continuous process Z and a Wiener process. Under fairly general assumptions on coefficients of the equation, we prove that it has a unique solution. We also give a sufficient condition for finiteness of moments of the solution and prove that the solution depends on the driver Z continuously.
