Approximations of Fractional Stochastic Differential Equations by Means of Transport Processes

J. Garzón, L. G. Gorostiza, J. A. León

We present strong approximations with rate of convergence for the solution of a stochastic differential equation of the form $$d{X}_t=b(X_t)dt+\sigma (X_t)d{B}_t^H,$$ where $b\in C_b^1$, $…