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20072023
most citedThe rate of convergence of Euler approximations for solutions of stochastic differential equations driven by fractional Brownian motion

85 citations · 361 across the 34 of their papers we have counts for

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math.PR2007★ 85 cited

The rate of convergence of Euler approximations for solutions of stochastic differential equations driven by fractional Brownian motion

Yuliya Mishura, Georgiy Shevchenko

The paper focuses on discrete-type approximations of solutions to non-homogeneous stochastic differential equations (SDEs) involving fractional Brownian motion (fBm). We prove that…