where W is a Wiener process, Z is a Hölder continuous process with Hölder exponent greater than 1/2, the coefficients a, b, c depend on the past of the process X . The integral with respect to W is understood in the usual Itô sense, while the one with respect to Z is understood in the pathwise sense. (A precise definition of all objects is given in Section 2.) We will call this equation a mixed...