Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/107371In 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.32 pages; To appear in Journal of Theoretical ProbabilityProbability60G18; 60H05; 60H20Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motiontext