On sharp rate of convergence for discretisation of integrals driven by fractional Brownian motions and related processes with discontinuous integrands

Ehsan Azmoodeh, Pauliina Ilmonen, Nourhan Shafik +2

We consider equidistant approximations of stochastic integrals driven by Hölder continuous Gaussian processes of order $H>\frac{1}{2}$ with discontinuous integrands involving bounded v…