  We study the problem of nonparametric estimation of linear multiplier
function $\theta t)$ for processes satisfying stochastic differential equations
of the type $dX_t=\theta(t)X_tdt+\epsilond\bar W_t^H, X_0=x_0, 0\leq t \leq T$
where $\{\bar W_T^H, t \geq 0\}$ is a mixed fractional Brownian motion with
known Hurst index $H$ and study the asymptotic behaviour of the estimator as
$\epsilon \rightarrow 0.$
