  We study the relationship between mixed stochastic differential equations and
the corresponding rough path equations driven by standard Brownian motion and
fractional Brownian motion with Hurst parameter $H>1/2$. We establish a
correction formula, which relates both types of equations, analogously to the
It\=o-Stratonovich correction formula. This correction formula allows to
transfer properties, which are established for one type of equation to the
other, and we will illustrate this by considering numerical methods for mixed
and rough SDEs
