Numerical method and convergence proof for WIS-interpreted SDEs with fBM valid for all H in (0,1), with explicit translation operator and observed rates min(H+1/2,1).
Differential equations driven by rough signals. I. An extension of an inequality of L. C. Young
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Numerical approximation of SDEs driven by fractional Brownian motion for all $H\in(0,1)$ using WIS integration
Numerical method and convergence proof for WIS-interpreted SDEs with fBM valid for all H in (0,1), with explicit translation operator and observed rates min(H+1/2,1).