Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
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🧮 math.PR
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approximationassociatedbrownianconvergencedrivenexactfractionalmotion
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In this paper, we derive the exact rate of convergence of some approximation schemes associated to scalar stochastic differential equations driven by a fractional Brownian motion with Hurst index H.
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