  We prove an existence and uniqueness theorem for solutions of
multidimensional, time dependent, stochastic differential equations driven
simultaneously by a multidimensional fractional Brownian motion with Hurst
parameter H>1/2 and a multidimensional standard Brownian motion. The proof
relies on some a priori estimates, which are obtained using the methods of
fractional integration, and the classical Ito stochastic calculus. The
existence result is based on the Yamada-Watanabe theorem.
