Proves weak existence/uniqueness and Euler-Maruyama weak convergence for SFDEs with Hölder drift driven by fBM (H>1/2) using Girsanov transformation.
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Weak convergence of path-dependent SDEs driven by fractional Brownian motion with irregular coefficients
Proves weak existence/uniqueness and Euler-Maruyama weak convergence for SFDEs with Hölder drift driven by fBM (H>1/2) using Girsanov transformation.