Abstract
In this paper, we are concerned with a class of stochastic differential equations driven by fractional Brownian motion with Hurst parameter 1∕2<H<1. By approximation arguments and a comparison theorem, we prove the existence of solutions to this kind of equations driven by fractional Brownian motion under the linear growth condition. Subsequently, by employing Skorokhod’s selection theorem, we study the variation of solution to this kind of equations driven by fractional Brownian motion with respect to the initial data.
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