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20132024
most citedRate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

71 citations · 100 across the 13 of their papers we have counts for

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math.PR2017★ 4 cited

First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case

Yanghui Liu, Samy Tindel

In this article, we consider the so-called modified Euler scheme for stochastic differential equations (SDEs) driven by fractional Brownian motions (fBm) with Hurst parameter $\fra…